Yarova O.A.
Nonlinear normalization of random evolution in the scheme of Levy approximation

Random evolutions in the Levy approximation scheme are considered. The evolutions are defined by a right-continuous Markov process. Normalization of the process by an infinitely small nonlinear function is proposed. Weak convergence of the random evolution generator to the limit generator is shown. Normalizing functions are found. © 2018, Springer Science+Business Media, LLC, part of Springer Nature.

Keywords: Levy approximation, Markov process, process with independent increments, random evolution, Markov processes, Approximation scheme, Levy approximation, Nonlinear functions, Nonlinear normalization, random evolution, Weak convergence, Approximation theory

Cite:
Yarova O.A. (2018). Nonlinear normalization of random evolution in the scheme of Levy approximation. Cybernetics and Systems Analysis, 54 (3), 160-165. doi: https://doi.org/10.1007/s10559-018-0049-5 http://jnas.nbuv.gov.ua/article/UJRN-0000863967 [In Ukrainian].