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Concatenation of dishonest Feller processes, exit laws, and limit theorems on graphs
- Publication Year :
- 2022
-
Abstract
- 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.
- Subjects :
- Mathematics - Probability
Mathematics - Functional Analysis
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.2204.09354
- Document Type :
- Working Paper