Theory of Probability and Mathematical Statistics

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ISSN 1547-7363(e) ISSN 0094-9000(p)

Limit theorems for difference additive functionals

Author: Yu. M. Kartashov
Translated by: S. Kvasko
Original publication: Teoriya Imovirnostei ta Matematichna Statistika, tom 83 (2010).
Journal: Theor. Probability and Math. Statist. 83 (2011), 83-94
MSC (2010): Primary 60J55, 60J45, 60F17
Posted: February 2, 2012
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Abstract | References | Similar Articles | Additional Information

Abstract: We consider additive functionals defined on Markov chains that approximate a Markov process. Sufficient conditions are obtained for the convergence of the functionals. These conditions are expressed in terms of convergence of some conditional expectations (called the characteristics of the functionals) under general assumptions on the convergence of processes. Sufficient conditions for the uniform convergence of additive functionals are also given.

References

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