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

  • A. V. Baev
  • B. V. Bondarev


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.
How to Cite
BaevA. V., and BondarevB. V. “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,
Research articles