Geodesic
Poisson approximation of increment processes with
Teoriâ veroâtnostej i ee primeneniâ, Tome 49 (2004) no. 4, pp. 726-742

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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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     author = {V. S. Korolyuk and N. Limnios},
     title = {Poisson approximation of increment processes with},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
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     language = {en},
     url = {http://geodesic.mathdoc.fr/item/TVP_2004_49_4_a5/}
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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/