On the Distribution of Sums of Random Variables Defined on a Homogeneous Markov Chain with a Finite Number of States
Teoriâ veroâtnostej i ee primeneniâ, Tome 3 (1958) no. 4, pp. 413-429

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Local and integral limit theorems are established for a non-periodical case. The results are given in the form of asymptotic expansions taking into account various possible values of the sums under consideration.
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     author = {I. S. Volkov},
     title = {On the {Distribution} of {Sums} of {Random} {Variables} {Defined} on a {Homogeneous} {Markov} {Chain} with a {Finite} {Number} of {States}},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
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I. S. Volkov. On the Distribution of Sums of Random Variables Defined on a Homogeneous Markov Chain with a Finite Number of States. Teoriâ veroâtnostej i ee primeneniâ, Tome 3 (1958) no. 4, pp. 413-429. http://geodesic.mathdoc.fr/item/TVP_1958_3_4_a3/