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math.PR2019
Strong convergence to two-dimensional alternating Brownian motion processes
Guy Latouche, Giang T. Nguyen, Oscar Peralta
Flip-flop processes refer to a family of stochastic fluid processes which converge to either a standard Brownian motion (SBM) or to a Markov modulated Brownian motion (MMBM). In re…
math.PR2019
Rate of Strong Convergence to Markov-modulated Brownian motion
Giang T. Nguyen, Oscar Peralta
In Latouche and Nguyen (2015), the authors constructed a sequence of stochastic fluid processes and showed that it converges weakly to a Markov-modulated Brownian motion (MMBM). He…