Cybernetics and Systems Analysis

, Volume 44, Issue 5, pp 716–721 | Cite as

Fluctuations of a stochastic system under an asymptotic diffusive perturbation



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.


fluctuation stochastic system Markov process 


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Copyright information

© Springer Science+Business Media, Inc. 2008

Authors and Affiliations

  1. 1.Institute of Applied Mathematics and Fundamental Sciences of National University “Lvivs’ka Politekhnika”LvovUkraine

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