Central Limit Theorem for Non-Homogeneous Processes with Independent Incrementsand Semimarkov Switchings

摘要

The problem of the applicability of the central limit theorem for nonhomogeneousprocesses with independent increments and semimarkov switchover is considered. For construction of the centered deviations process, which satisfies with the central limit theorem, the problem of choice of the compensating averaged drift is solved.