2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/126630We 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.18 pagesProbability60J55; 60F17Invariance principle for additive functionals of Markov chainstext