The Invariance Principle for Some Class of Markov Chains

DOI10.1137/S0040585X9797746XzbMath0966.60065OpenAlexW1979716761MaRDI QIDQ4510015

Zheng Yan Lin

Publication date: 19 October 2000

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x9797746x

zbMATH Keywords

Wiener processinvariance principleSkorokhod topologytransition matrixMarkov chain with a finite state space

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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