Poisson approximations for Markov-driven point processes
نویسندگان
چکیده
منابع مشابه
Markov chain approximations for symmetric jump processes
Markov chain approximations of symmetric jump processes are investigated. Tightness results and a central limit theorem are established. Moreover, given the generator of a symmetric jump process with state space Rd the approximating Markov chains are constructed explicitly. As a byproduct we obtain a definition of the Sobolev space Hα/2(Rd), α ∈ (0, 2), that is equivalent to the standard one.
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 1996
ISSN: 0304-4149
DOI: 10.1016/0304-4149(95)00080-1