Problem of Kolmogorov for Markovian chains
The sums of random variables from two-state Markovian chain in the schemes of series are investigated. The sums are approximated by parametrical set of measures, which is constituted by all possible limit measures of such sums, after making discrete in continuous cases. The problem of Kolmogorov is...
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| Format: | Article |
| Language: | English |
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Vilnius University Press
2008-12-01
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| Series: | Lietuvos Matematikos Rinkinys |
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| Online Access: | https://www.journals.vu.lt/LMR/article/view/18150 |