This article is cited in 3 papers

Short Communications

Limit Theorem for Homogeneous Markov Chains

A. V. Skorokhod

Kiev

Abstract: In this a technique is developed for the estimation of the difference between the probability that a sequence of random variables connected by a Markov chain lies in a curvilinear band and the corresponding probability for the diffusion process.

Received: 26.10.1960

 English version: Theory of Probability and its Applications, 1963, 8:1, 61–70