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Journal of Mathematical Sciences

, Volume 75, Issue 1, pp 1461–1468 | Cite as

Limit theorems for Markov random walks with a fixed number of certain transitions

  • V. V. Chichagov
Probabilistic-Statistical Models

Abstract

The limit behavior of Markov chains with discrete time and a finite number of states (MCDT) depending on the number n of its steps has been almost completely investigated [1–4]. In [5], MCDT with forbidden transitions were investigated, and in [6], the sum of a random number of functionals of random variables related by a homogeneous Markov chain (HMC) was considered. In the present paper, we continue the investigation of the limit behavior of the MCDT with random stopping time which is determined by a Markov walk plan II with a fixed number of certain transitions [7, 8]. Here we apply a method similar to that of [6], which allows us to obtain, together with some generalizations of the results of [6], a number of new assertions.

Keywords

Markov Chain Random Number Finite Number Discrete Time Limit Theorem 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Plenum Publishing Corporation 1995

Authors and Affiliations

  • V. V. Chichagov
    • 1
  1. 1.Perm

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