Abstract:
We consider difference additive functionals defined on a family
of Markov chains that weakly converge to a continuous time Markov
process. We introduce an approach that allows one to give
sufficient conditions for such a functionals to converge in
distribution to a local times of the limiting process, formulated
in the terms of their characteristics (i.e. expectations). This
result generalizes E.B.Dynkin's theorem on convergence of
W-functionals of a time homogeneous Markov process