Asymptotic Properties Of Markov Modulated Sequences With Fast And Slow Time Scales

<p>In this dissertation we investigate asymptotic properties of Markov modulated random processes having two-time scales. The model contains a number of mixing sequences modulated by a switching process that is a discrete-time Markov chain. The motivation of our study stems from applications in manufacturing systems, communication networks, and economic systems, in which regime-switching models are used.</p> <p>This thesis focuses on asymptotic properties of the Markov modulated processes under suitable scaling. Our main effort focuses on obtaining weak convergence and strong approximation results.</p>

Name thesis:degree_name

Ph.D.

Level thesis:degree_level

Open Access Dissertation

Discipline thesis:degree_discipline

Mathematics

Year dc:date.available

2010

Author dc:creator

• Nguyen, Son Luu

Contributors dc:contributor

• George G. Yin

• Markov modulated random processes
• mixing sequences
• strong approximation
• switching diffusion
• two-time scales Markov chain
• weak convergence
• Mathematics

Repository record dc:identifier

https://digitalcommons.wayne.edu/oa_dissertations/182

OAI identifier oai:identifier

oai:digitalcommons.wayne.edu:oa_dissertations-1181