UDC 519.217

The behavior of generator normalization factor in approximation of random processes

Markov random evolutions and their approximations are analyzed. The main object of study is generators of random processes with independent increments. These processes are considered in Poisson approximation and Levi approximation schemes. Generators of random processes are normalized by parameters that are nonlinear functions. The explicit form of such normalization parameters is shown. The asymptotic representation of generators in both approximation schemes is shown. Normalizing factors of random evolution are presented. Refs: 5 titles.

Keywords:

generator, approximation, Markov process, independent increments, intensity kernel, random walk.


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About author(s):

Ярова Оксана Анатольевна, аспирантка Львовского национального университета имени Ивана Франко,
e-mail: oksana-yarova@rambler.ru

Елейко Ярослав Иванович, доктор физ.-мат. наук, профессор, заведующий кафедрой Львовского национального университета имени Ивана Франко,
e-mail: yikts@yahoo.com