Geodesic
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. 
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     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},
     publisher = {mathdoc},
     volume = {44},
     number = {1},
     year = {1999},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/TVP_1999_44_1_a16/}
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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/