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