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This article is cited in 2 scientific papers (total in 2 papers)
Short Communications
The invariance principle for some class of Markov chains
Zhengyan Lin Department of Mathematics, Hangzhou University, P. R. China
Abstract:
This work is devoted to the invariance principle for homogeneous Markov chains with a finite state space. The proof is based on a comparison of the asymptotic behavior of sums of random variables constructed by Markov chains with the same transition matrix and various initial distributions.
Keywords:
invariance principle, Markov chain with a finite state space.
Received: 17.03.1997
Citation:
Zhengyan Lin, “The invariance principle for some class of Markov chains”, Teor. Veroyatnost. i Primenen., 44:1 (1999), 151–154; Theory Probab. Appl., 44:1 (2000), 136–139
Linking options:
https://www.mathnet.ru/eng/tvp615https://doi.org/10.4213/tvp615 https://www.mathnet.ru/eng/tvp/v44/i1/p151
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