Abstract
Let z( t) ∈ R n be a generalized Poisson process with parameter λ and let A: R n → R n be a linear operator. The conditions of existence and limiting properties as λ → ∞ or as λ → 0 of the stationary distribution of the process x( t) ∈ R n which satisfies the equation dx( t) = Ax( t) dt + dz( t) are investigated.
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