Geodesic
Poisson approximation of increment processes with
Teoriâ veroâtnostej i ee primeneniâ, Tome 49 (2004) no. 4, pp. 726-742 Cet article a éte moissonné depuis la source Math-Net.Ru

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In this paper we present weak convergence results for Markov switched increment processes toward a compound Poisson process. The switching Markov process is considered also with an asymptotic split phase space. These results are obtained by a semimartingale approach.
Keywords: semimartingale, Markov process, weak convergence, compound Poisson process, merging scheme.
Mots-clés : increment process 
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V. S. Korolyuk; N. Limnios. Poisson approximation of increment processes with. Teoriâ veroâtnostej i ee primeneniâ, Tome 49 (2004) no. 4, pp. 726-742. http://geodesic.mathdoc.fr/item/TVP_2004_49_4_a5/

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