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On convergence to the poisson law for distributions of the sum of random variables connected into a chain

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Abstract

This paper deals with the triangular array of random variables where every sequence is connected into a stationary Markov chain. For the uniformly strongly mixing chain we find conditions under which the distributions of the sum converge to the Poisson law. A more general case of theL p-regular Markov chain is also considered.

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Additional information

Institute of Mathematics and Informatics, Akademijos 4, 2600 Vilnius, Lithuania. Translated from Lietuvos Matematikos Rinkinys, Vol. 35, No. 3, pp. 297–307, July–September, 1995.

Translated by R. Lapinskas

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Gudynas, P. On convergence to the poisson law for distributions of the sum of random variables connected into a chain. Lith Math J 35, 234–242 (1995). https://doi.org/10.1007/BF02335527

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  • DOI: https://doi.org/10.1007/BF02335527

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