The invariance principle for some class of Markov chains
Teoriâ veroâtnostej i ee primeneniâ, Tome 44 (1999) no. 1, pp. 151-154
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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.
@article{TVP_1999_44_1_a16,
author = {Zhengyan Lin},
title = {The invariance principle for some class of {Markov} chains},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {151--154},
year = {1999},
volume = {44},
number = {1},
language = {en},
url = {http://geodesic.mathdoc.fr/item/TVP_1999_44_1_a16/}
}
Zhengyan Lin. The invariance principle for some class of Markov chains. Teoriâ veroâtnostej i ee primeneniâ, Tome 44 (1999) no. 1, pp. 151-154. http://geodesic.mathdoc.fr/item/TVP_1999_44_1_a16/