Invariance principle for one class of Markov chains with fast Poisson time. Estimate for the rate of convergence
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.Downloads
Published
25.09.2006
Issue
Section
Research articles
How to Cite
Baev, A. V., and B. V. Bondarev. “Invariance Principle for One Class of Markov Chains With Fast Poisson Time. Estimate for the Rate of Convergence”. Ukrains’kyi Matematychnyi Zhurnal, vol. 58, no. 9, Sept. 2006, pp. 1155–1174, https://umj.imath.kiev.ua/index.php/umj/article/view/3520.