Convergence of difference additive functionals under local conditions on their characteristics

  • Yu. N. Kartashov
  • A. M. Kulik

Abstract

For additive functionals defined on a sequence of Markov chains that approximate a Markov process, we establish the convergence of functionals under the condition of local convergence of their characteristics (mathematical expectations).
Published
25.09.2009
How to Cite
Kartashov, Y. N., and A. M. Kulik. “Convergence of Difference Additive Functionals under Local Conditions on Their Characteristics”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 61, no. 9, Sept. 2009, pp. 1208-24, https://umj.imath.kiev.ua/index.php/umj/article/view/3093.
Section
Research articles