This article is cited in 2 papers

Short Communications

The invariance principle for some class of Markov chains

Zhengyan Lin

Department of Mathematics, Hangzhou University, P. R. China

Abstract: This work is devoted to the invariance principle for homogeneous Markov chains with a finite state space. The proof is based on a comparison of the asymptotic behavior of sums of random variables constructed by Markov chains with the same transition matrix and various initial distributions.

Keywords: invariance principle, Markov chain with a finite state space.

Received: 17.03.1997

Language: English

DOI: 10.4213/tvp615

 English version: Theory of Probability and its Applications, 2000, 44:1, 136–139

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