Convergence of difference additive functionals under local conditions on their characteristics
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).
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| Datum: | 2009 |
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| Hauptverfasser: | , , , |
| Format: | Artikel |
| Sprache: | Russisch Englisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
2009
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| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/3093 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
| Завантажити файл: |  |
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Ukrains’kyi Matematychnyi Zhurnal| Zusammenfassung: | 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). |
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