Convergence of difference additive functionals under local conditions on their characteristics |
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Authors: | Yu N Kartashov A M Kulik |
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Institution: | 1.Shevchenko Kiev National University,Kiev,Ukraine;2.Institute of Mathematics,Ukrainian National Academy of Sciences,Kiev,Ukraine |
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Abstract: | 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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Keywords: | |
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