| Abstract: | The limit behavior of Markov chains with discrete time and a finite number of states (MCDT) depending on the number n of its
steps has been almost completely investigated 1–4]. In 5], MCDT with forbidden transitions were investigated, and in 6],
the sum of a random number of functionals of random variables related by a homogeneous Markov chain (HMC) was considered.
In the present paper, we continue the investigation of the limit behavior of the MCDT with random stopping time which is determined
by a Markov walk plan II with a fixed number of certain transitions 7, 8]. Here we apply a method similar to that of 6],
which allows us to obtain, together with some generalizations of the results of 6], a number of new assertions.
Translated fromStatisticheskie Metody Otsenivaniya i Proverki Gipotez, pp. 119–130, Perm, 1990. |
