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

Authors :
Bobrowski, Adam
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.

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2204.09354
Document Type :
Working Paper