A Poisson limit theorem for a strongly ergodic non-homogeneous Markov chain (Q1868807)
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English | A Poisson limit theorem for a strongly ergodic non-homogeneous Markov chain |
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A Poisson limit theorem for a strongly ergodic non-homogeneous Markov chain (English)
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28 April 2003
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The authors prove a Poisson limit theorem for a strongly ergodic non-homogeneous Markov chain. This theorem is an analog of a theorem by \textit{B.\ Pitskel} [Ergodic Theory Dyn. Syst. 11, No.~3, 501-513 (1991; Zbl 0753.60058)] on the Poisson approximation of a homogeneous Markov chain recurring to small cylindrical sets. For the proof they use Sevast'yanov's theorem and some lemmas, which are of some interest in their own.
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non-homogeneous Markov chain
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Poisson limit theorem
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strongly ergodic
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