Fluctuations of a stochastic system under an asymptotic diffusive perturbation
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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.
Keywordsfluctuation stochastic system Markov process
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