A Class of Functionals on Markov Chain Transitions

Author:

Lugavov V. S.

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,General Mathematics,Statistics and Probability

Reference15 articles.

1. A. I. Kolmogorov, “Local limit theory for classical Markov chains” [in Russian], Izv. Akad. Nauk SSSR, Ser. Mat. 13, No. 4, 281–300 (1949).

2. V. I. Romanvoskii, Discrete Markov Chains [in Russian], Gostekhizdat, Moscow etc. (1949).

3. S. V. Nagaev, “On several limit theorems for homogeneous Markov chains” [in Russian], Teor. Veroyatn. Primen. 2, No. 4, 389–416. (1957).

4. I. S. Volkov, “On the distribution of sums of random variables defined on a homogeneous Markov chain with a finite number of states” [in Russian], Teor. Veroyatn. Primen. 3, No. 4, 413–429 (1958).

5. J. Keilson and D. M. G. Wishart, “A central limit theorem for processes defined on a finite Markov chain,” Proc. Camb. Philos. Soc. 60, 547–567 (1964).

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