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<p>In this paper we consider gamma processes of homogeneous type in random media represented by semi-Markov processes. We approximate such gamma processes using diffusion processes. First, we obtain an averaging result, which will serve as an equilibrium, and then we present the diffusion approximation. This is a diffusion approximation with equilibrium or a normal deviation of the gamma process in semi-Markov random media.</p>

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Diffusion Approximation of Gamma Processes in Semi-Markov Random Media

  • 期刊论文

  • 发表日期：

    2025年12月27日

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  • Nikolaos Limnios,
  • Faiza Fourati

摘要

In this paper we consider gamma processes of homogeneous type in random media represented by semi-Markov processes. We approximate such gamma processes using diffusion processes. First, we obtain an averaging result, which will serve as an equilibrium, and then we present the diffusion approximation. This is a diffusion approximation with equilibrium or a normal deviation of the gamma process in semi-Markov random media.