Ukrainian Mathematical Journal

, Volume 58, Issue 9, pp 1307–1328 | Cite as

Invariance principle for one class of Markov chains with fast Poisson time. Estimate for the rate of convergence

  • B. V. Bondarev
  • A. V. Baev


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.


Poisson Process Independent Random Variable Wiener Process Invariance Principle Discrete Analog 
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Copyright information

© Springer Science+Business Media, Inc. 2006

Authors and Affiliations

  • B. V. Bondarev
    • 1
  • A. V. Baev
    • 1
  1. 1.Donetsk National UniversityDonetsk

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