Fluctuations of a stochastic system under an asymptotic diffusive perturbation |
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| Authors: | S. A. Semenyuk Ya. M. Chabanyuk |
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| Affiliation: | (1) Institute of Applied Mathematics and Fundamental Sciences of National University “Lvivs’ka Politekhnika”, Lvov, Ukraine |
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| Abstract: | A stochastic singularly perturbed system is considered. Sufficient conditions of the asymptotic normality are obtained for the dynamic system in the vicinity of its equilibrium point. To this end, a solution to the singular perturbation problem is constructed for an asymptotic representation of the generator of a Markov renewal process. __________ Translated from Kibernetika i Sistemnyi Analiz, No. 5, pp. 104–109, September–October 2008. |
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| Keywords: | fluctuation stochastic system Markov process |
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