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Weak convergence of homogeneous processes with independent increments, switched by semi-Markov processes, in the phase extension scheme

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Literature cited

  1. V. S. Korolyuk and T. V. Chmil', “The weak convergence of semi-Markov processes in the phase extension scheme,” Preprint 84.16. Academy of Sciences of the Ukrainian SSR, Institute of Mathematics, Kiev (1984).

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  2. V. V. Korolyuk, “Stochastic systems with semi-Markov switchings,” Preprint 83-35, Academy of Sciences of the Ukrainian SSR, Institute of Cybernetics, Kiev (1983).

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  3. V. S. Korolyuk and A. F. Turbin, The Mathematical Foundations of Phase Extension of Complex Systems [in Russian], Naukova Dumka, Kiev (1978).

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  4. I. I. Gikhman (Gihman) and A. V. Shorokhod (Skorohod), The Theory of Stochastic Processes, II, Springer-Verlag, New York (1975).

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Authors and Affiliations

  1. Kiev University, USSR

    T. V. Kravets

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  1. T. V. Kravets
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Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 37, No. 4, pp. 497–501, July–August, 1985.

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Kravets, T.V. Weak convergence of homogeneous processes with independent increments, switched by semi-Markov processes, in the phase extension scheme. Ukr Math J 37, 397–400 (1985). https://doi.org/10.1007/BF01055957

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  • DOI: https://doi.org/10.1007/BF01055957

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