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