Abstract:
In this a technique is developed for the estimation of the difference between the probability that a sequence of random variables connected by a Markov chain lies in a curvilinear band and the corresponding probability for the diffusion process.
Citation:
A. V. Skorokhod, “Limit Theorem for Homogeneous Markov Chains”, Teor. Veroyatnost. i Primenen., 8:1 (1963), 67–74; Theory Probab. Appl., 8:1 (1963), 61–70