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

preprint2022arXivOpen access

Abstract

We provide a rather explicit formula for the resolvent of a~concatenation of NN 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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