Invariance principle for one class of Markov chains with fast Poisson time. Estimate for the rate of convergence
Abstract
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.
English version (Springer): Ukrainian Mathematical Journal 58 (2006), no. 9, pp 1307-1328.
Citation Example: Baev A. V., Bondarev B. V. Invariance principle for one class of Markov chains with fast Poisson time. Estimate for the rate of convergence // Ukr. Mat. Zh. - 2006. - 58, № 9. - pp. 1155–1174.
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