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Assume that \\(\\{X_n^{(\\varepsilon)}\\}\\) has a unique invariant distribution \\(\\pi^{(\\varepsilon)}\\) for each \\(\\varepsilon>0\\). The main object of the author's investigation is the limiting behaviour of \\(\\pi^{(\\varepsilon)}\\) as \\(\\varepsilon\\to 0\\). Let \\(\\xi^{(\\varepsilon)}(x)\\) be the random variable describing the jump of the Markov chain \\(\\{X_n^{(\\varepsilon)}\\}\\) starting at \\(x\\): \\(P\\{x+\\xi^{(\\varepsilon)}(x)\\in B\\}=P^{(\\varepsilon)}(x,B)\\). Define \\(m^{(\\varepsilon)}(x)=E\\xi^{(\\varepsilon)}(x)\\), \\(b^{(\\varepsilon)}(x)=E(\\xi^{(\\varepsilon)}(x))^2\\). Assume that the following regularity conditions hold for \\(\\{X_n^{(0)}\\}\\):  \\[ \\lim_{x\\rightarrow\\infty} m^{(0)}(x)x=\\mu,\\quad-\\infty \\leq \\mu \\leq \\infty,\\quad\\lim_{x\\rightarrow \\infty} b^{(0)}(x)=b,\\quad 0<b<\\infty,\\quad\\sup_x b^{(0)}(x)<\\infty.  \\]  The parameters \\(\\mu\\) and \\(b\\) play the crucial role in classifying the asymptotic behaviour of the distribution \\({\\pi}^{(\\varepsilon)}\\). Here are two theorems that illustrate different behaviour of \\({\\pi}^{(\\varepsilon)}\\) as \\(\\varepsilon \\rightarrow 0\\).   Theorem 1. Let \\(2\\mu<-b\\). Suppose that the following asymptotic representation holds:  \\[ m^{(\\varepsilon)}(x)=-{\\varepsilon}+{\\mu/x}+o(\\varepsilon+{1/ x}),\\quad x\\rightarrow\\infty,\\varepsilon\\rightarrow 0,\\quad\\sup_{x,\\varepsilon} b^{(\\varepsilon)}(x) < \\infty,\\quad\\lim_{x\\rightarrow \\infty, \\varepsilon \\rightarrow 0}b^{(\\varepsilon)}(x)=b. \\]  Assume that the random variables \\(\\max(0,({\\xi}^{(\\varepsilon)}(x))^2)\\) are uniformly integrable in \\(x\\geq 0\\) and \\(\\varepsilon \\geq 0\\), assume that the Markov chain \\(\\{X_n^{(0)}\\}\\) has a unique invariant distribution \\(\\pi^{(0)}\\), and assume that \\(P^{(\\varepsilon)}(x, \\cdot) \\Rightarrow P^{(0)}(x,\\cdot)\\) as \\(x\\rightarrow y\\), \\(\\varepsilon \\rightarrow 0\\) (weak convergence). Then \\(\\pi^{(\\varepsilon)} \\Rightarrow\\pi^{(0)}\\) as \\(\\varepsilon \\rightarrow 0\\).   Theorem 2. Let \\(\\infty>2\\mu > -b\\). Suppose that the asymptotic representations from Theorem 1 hold, and suppose that for each compact set \\(K\\subset\\mathbb{R}^+\\) there exists \\(\\varepsilon_*=\\varepsilon_*(K)>0\\) such that \\(\\inf_{x\\in K, \\varepsilon \\leq\\varepsilon_*} P\\{X_n^{(\\varepsilon)} \\notin K \\text{ \\;for \\;some } n |X_0^{(\\varepsilon)}=x \\} >0.\\) Assume that the random variables \\((\\xi^{(\\varepsilon)}(x))^2\\) are uniformly integrable in \\(x\\geq 0\\) and \\(\\varepsilon \\geq 0\\). Then, as \\(\\varepsilon \\rightarrow 0\\),  \\[  {\\mathcal L}(2\\varepsilon X^{(\\varepsilon)})\\Rightarrow \\Gamma_{1/b, 1+2\\mu/b}, \\]  where \\(X^{(\\varepsilon)}\\) is the random variable with law \\({\\pi}^{(\\varepsilon)}\\), and \\(\\Gamma_{\\alpha,\\beta}\\) is the gamma distribution with parameters \\(\\alpha\\) and \\(\\beta\\).   The author also considers the critical case \\(2\\mu = -b\\) thus obtaining the complete classification. In the last paragraph the same problem for Markov chains with values in \\(\\mathbb{R}\\) is treated, and similar results are 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