Concatenation of dishonest Feller processes, exit laws, and limit theorems on graphs

Adam Bobrowski

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arXiv · 2204.09354

Concatenation of dishonest Feller processes, exit laws, and limit theorems on graphs

Adam Bobrowski

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Abstract

We provide a rather explicit formula for the resolvent of a~concatenation of $N$ processes in terms of their exit laws and certain probability measures characterizing the way the processes are concatenated. As an application, we prove an averaging principle saying that by concatenating asymptotically splittable processes one can approximate Markov chains.

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Adam Bobrowski. 2022-04-20. Concatenation of dishonest Feller processes, exit laws, and limit theorems on graphs. https://arxiv.org/abs/2204.09354

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