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Inventi Impact: Quality, Statistics & Reliability

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  • Inventi:eqsr/38/13
    WEAK CONVERGENCE OF MARKOV RANDOM EVOLUTIONS IN A MULTIDIMENSIONAL SPACE
    31-Dec-2012 Research 2013 : January - March
    Igor V Samoilenko

    We study Markov symmetrical and nonsymmetrical random evolutions in Rn. Weak convergence\r\nof Markov symmetrical random evolution to Wiener process and of Markov non-symmetrical\r\nrandom evolution to a diffusion process with drift is proved using problems of singular\r\nperturbation for the generators of evolutions. Relative compactness in DRnÃ?â??T0,8 of the families\r\nof Markov random evolutions is also shown.

    How to Cite this Article
    CC Compliant Citation: Igor V. Samoilenko, â??Weak Convergence of Markov Random Evolutions in a\r\nMultidimensional Space,â? ISRN Probability and Statistics, vol. 2012, Article ID 509789, 19 pages, 2012,\r\ndoi:10.5402/2012/509789.
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