Bibliographic Details
| Title: |
CONCATENATION OF NONHONEST FELLER PROCESSES, EXIT LAWS, AND LIMIT THEOREMS ON GRAPHS. |
| Authors: |
BOBROWSKI, ADAM1 a.bobrowski@pollub.pl |
| Source: |
SIAM Journal on Mathematical Analysis. 2023, Vol. 55 Issue 4, p3457-3508. 52p. |
| Subjects: |
Limit theorems, Probability measures, Markov processes, Brownian motion |
| Abstract: |
We provide a rather explicit formula for the resolvent of a concatenation of N processes in terms of their exit laws and certain probability measures characterizing the way the processes are concatenated. As an application, we prove an averaging principle saying that by concatenating asymptotically splittable processes one can approximate Markov chains. [ABSTRACT FROM AUTHOR] |
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| Database: |
Engineering Source |
