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CONCATENATION OF NONHONEST FELLER PROCESSES, EXIT LAWS, AND LIMIT THEOREMS ON GRAPHS.

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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]
Copyright of SIAM Journal on Mathematical Analysis is the property of Society for Industrial & Applied Mathematics and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)
Database: Engineering Source
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DbLabel: Engineering Source
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PubType: Academic Journal
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  Data: CONCATENATION OF NONHONEST FELLER PROCESSES, EXIT LAWS, AND LIMIT THEOREMS ON GRAPHS.
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  Data: <searchLink fieldCode="JN" term="%22SIAM+Journal+on+Mathematical+Analysis%22">SIAM Journal on Mathematical Analysis</searchLink>. 2023, Vol. 55 Issue 4, p3457-3508. 52p.
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  Data: <searchLink fieldCode="DE" term="%22Limit+theorems%22">Limit theorems</searchLink><br /><searchLink fieldCode="DE" term="%22Probability+measures%22">Probability measures</searchLink><br /><searchLink fieldCode="DE" term="%22Markov+processes%22">Markov processes</searchLink><br /><searchLink fieldCode="DE" term="%22Brownian+motion%22">Brownian motion</searchLink>
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  Data: 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]
– Name: AbstractSuppliedCopyright
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  Group: Ab
  Data: <i>Copyright of SIAM Journal on Mathematical Analysis is the property of Society for Industrial & Applied Mathematics and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract.</i> (Copyright applies to all Abstracts.)
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        Value: 10.1137/22M1487552
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      – Code: eng
        Text: English
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      Pagination:
        PageCount: 52
        StartPage: 3457
    Subjects:
      – SubjectFull: Limit theorems
        Type: general
      – SubjectFull: Probability measures
        Type: general
      – SubjectFull: Markov processes
        Type: general
      – SubjectFull: Brownian motion
        Type: general
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      – TitleFull: CONCATENATION OF NONHONEST FELLER PROCESSES, EXIT LAWS, AND LIMIT THEOREMS ON GRAPHS.
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            NameFull: BOBROWSKI, ADAM
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              Text: 2023
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              Y: 2023
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