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Invariance principle for one class of Markov chains with fast Poisson time. Estimate for the rate of convergence

We obtain an estimate for the rate of convergence of normalized Poisson sums of random variables determined by the first-order autoregression procedure to a family of Wiener processes.

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Bibliographic Details
Date:	2006
Main Authors:	Baev, A. V., Bondarev, B. V., Баев, А. В., Бондарев, Б. В.
Format:	Article
Language:	Russian English
Published:	Institute of Mathematics, NAS of Ukraine 2006
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/3520
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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