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

Authors

  • A. V. Baev
  • B. V. Bondarev

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.

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.