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Cybernetics And Systems Analysis
International Theoretical Science Journal
UDC 519.217
O.A. Yarova1

NONLINEAR NORMALIZATION OF RANDOM EVOLUTION IN THE SCHEME
OF LEVY APPROXIMATION

Abstract. Random evolutions in the Levy approximation scheme are considered. The evolutions are determined by a continuous Markov process. The normalization of the process by an infinitely small nonlinear function is proposed. The weak convergence of the random evolution generator to the limit generator is shown. Normalizing functions are found.

Keywords: random evolution, Levi approximation, process with independent increments, Markov process.



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1 Ivan Franko National University of Lviv, Lviv, Ukraine,
e-mail: oksanayarova93@gmail.com.

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