论文标题

不诚实的谋生过程的串联,退出法律并限制了图表的定理

Concatenation of dishonest Feller processes, exit laws, and limit theorems on graphs

论文作者

Bobrowski, Adam

论文摘要

我们提供了一个相当明确的公式,以根据其退出法律和某些概率措施来解决$ n $流程的分解,以表征流程串联的方式。作为一种应用,我们证明了一个平均原则,说通过串联可隔离的过程可以近似马尔可夫链。

We provide a rather explicit formula for the resolvent of a~concatenation of $N$ processes in terms of their exit laws and certain probability measures characterizing the way the processes are concatenated. As an application, we prove an averaging principle saying that by concatenating asymptotically splittable processes one can approximate Markov chains.

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