Levy Approximation of Impulsive Recurrent Process with Semi-Markov Switching

In this paper, the weak convergence of impulsive recurrent process with semi-Markov switching in the scheme of Levy approximation is proved. Singular perturbation problem for the compensating operator of the extended Markov renewal process is used to prove the relative compactness

Equilibrium in Wright-Fisher models of population genetics

For multivariant Wright-Fisher models in population genetics, we introduce equilibrium states, expressed by fluctuations of probability ratio, in contrast to the traditionally used fluctuations, expressed by the difference between the current value of the random process and its equilibrium value. Then the drift component of the dynamic process of gene frequencies, primarily expressed as a ratio of two quadratic forms, is transformed into a cubic parabola with a certain normalization factor.Comment: 6 pages, a genetic Wright-Fisher model is considered as a multivariate statistical experiment which has a representation as a Discrete Markov Diffusio

Lévy and Poisson approximations of switched stochastic systems by a semimartingale approach

AbstractIn this Note, we present the weak convergence of additive functionals of processes with locally independent increments and Markov switching in Lévy and Poisson approximation schemes. The singular perturbation problem for the generators of switched processes is used to prove the semimartingales' predictable characteristics convergence

Lévy and Poisson approximations of switched stochastic systems by a semimartingale approach

AbstractIn this Note, we present the weak convergence of additive functionals of processes with locally independent increments and Markov switching in Lévy and Poisson approximation schemes. The singular perturbation problem for the generators of switched processes is used to prove the semimartingales' predictable characteristics convergence