Limit Theorem for Homogeneous Markov Chains
Teoriâ veroâtnostej i ee primeneniâ, Tome 8 (1963) no. 1, pp. 67-74
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.
@article{TVP_1963_8_1_a3,
author = {A. V. Skorokhod},
title = {Limit {Theorem} for {Homogeneous} {Markov} {Chains}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {67--74},
year = {1963},
volume = {8},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1963_8_1_a3/}
}
A. V. Skorokhod. Limit Theorem for Homogeneous Markov Chains. Teoriâ veroâtnostej i ee primeneniâ, Tome 8 (1963) no. 1, pp. 67-74. http://geodesic.mathdoc.fr/item/TVP_1963_8_1_a3/