Randomized trial demonstrates weak convergence of scaled semi-Markov processes to diffusion processes, suggesting new pathways in stochastic modeling.
We consider a semi-Markov process with values in R d R^d and create a scheme of series with the help of time and space scaling. We prove the weak convergence in a Skorokhod space of such scaled processes to a limiting diffusion process under conditions on the distribution of jumps and holding times of the original semi-Markov process.
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Golomoziy et al. (2026) studied this question.
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