We propose an approach to the proof of the weak convergence of a semi-Markov process to a Markov process under certain conditions imposed on local characteristics of the semi-Markov process.
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Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 62, No. 5, pp. 674–681, May, 2010.
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Samoilenko, I.V., Malyk, I.V. Convergence of a semi-Markov process and an accompanying. Ukr Math J 62, 774–784 (2010). https://doi.org/10.1007/s11253-010-0387-6
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DOI: https://doi.org/10.1007/s11253-010-0387-6