Invariance principle for additive functionals of Markov chains

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dc.creatorKartashov, Yuri N.
dc.creatorKulik, Alexey M.
dc.date2007-04-04
dc.date.accessioned2026-07-07T07:54:29Z
dc.date.available2026-07-07T07:54:29Z
dc.descriptionWe consider a sequence of additive functionals {ϕ_n}, set on a sequence of Markov chains {X_n} that weakly converges to a Markov process X. We give sufficient condition for such a sequence to converge in distribution, formulated in terms of the characteristics of the additive functionals, and related to the Dynkin's theorem on the convergence of W-functionals. As an application of the main theorem, the general sufficient condition for convergence of additive functionals in terms of transition probabilities of the chains X_n is proved.
dc.description18 pages
dc.identifierhttps://arxiv.org/abs/0704.0508
dc.identifierhttp://arxiv.org/abs/0704.0508
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/126630
dc.subjectProbability
dc.subject60J55; 60F17
dc.titleInvariance principle for additive functionals of Markov chains
dc.typetext

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