English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Zendy Plus

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Zendy Tools

Zendy Open

We study a limit behavior of a sequence of Markov processes (or Markovchains) such that their distributions outside of any neighborhood of a"singular" point attract to some probability law. In any neighborhood of thispoint the behavior may be irregular. As an example of the general result weconsider a symmetric random walk with the unit jump that is perturbed in aneighborhood of 0. The invariance principle is obtained under standard scalingof time and space. The limit process turns out to be a skew Brownian motion.

On a limit behavior of a sequence of Markov processes perturbed in a neighborhood of a singular point