most citedInvariance principle for additive functionals of Markov chains

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math.PR2007★ 6 cited

Invariance principle for additive functionals of Markov chains

Yuri N. Kartashov, Alexey M. Kulik

We consider a sequence of additive functionals {ϕ_n}, set on a sequence of Markov chains {X_n} that weakly converges to a Markov process X. We give sufficient condition for such a…