2017
Том 69
№ 6

All Issues

Invariance principle for one class of Markov chains with fast Poisson time. Estimate for the rate of convergence

Baev A. V., Bondarev B. V.

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Abstract

We obtain an estimate for the rate of convergence of normalized Poisson sums of random variables determined by the first-order autoregression procedure to a family of Wiener processes.

English version (Springer): Ukrainian Mathematical Journal 58 (2006), no. 9, pp 1307-1328.

Citation Example: Baev A. V., Bondarev B. V. Invariance principle for one class of Markov chains with fast Poisson time. Estimate for the rate of convergence // Ukr. Mat. Zh. - 2006. - 58, № 9. - pp. 1155–1174.

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