On the Limit Behavior of a Sequence of Markov Processes Perturbed in a Neighborhood of the Singular Point

• Date: 2015
• Main Authors: Pilipenko, A. Yu., Prikhod’ko, Yu. E., Пилипенко, А. Ю., Приходько, Ю. Е.
• Format: Article
• Language: Russian; English
• Published: Institute of Mathematics, NAS of Ukraine 2015
• Online Access: https://umj.imath.kiev.ua/index.php/umj/article/view/2000
• Journal Title: Ukrains’kyi Matematychnyi Zhurnal

We study the limit behavior of a sequence of Markov processes whose distributions outside any neighborhood of a “singular” point are attracted to a certain probability law. In any neighborhood of this point, the limit behavior can be irregular. As an example of application of the general result, we...