The Invariance Principle for Some Class of Markov Chains

DOI10.1137/S0040585X9797746XMaRDI QIDQ4510015zbMATH OpenOpenAlexFDO

Authors Zhengyan Lin

Publication date 19 October 2000

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x9797746x

zbMATH Keywords

Wiener processtransition matrixinvariance principleSkorokhod topologyMarkov chain with a finite state space

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cited in

(11)

• REGIME-SWITCHING AUTOREGRESSIVE COEFFICIENTS AND THE ASYMPTOTICS FOR UNIT ROOT TESTS
• Markov chains and invariant probabilities
• The conservative part and invariant probability of a class of Markov chains in random environments
• Asymptotics for unit root tests under Markov regime‐switching
• The invariance principle for p- chain
• Weak invariance principle for the local times of partial sums of Markov chains
• Some principles weaker than Markov's principle
• scientific article; zbMATH DE number 4151520 (Why is no real title available?)
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• Local invariance principle for Markov chains
• A classification of invariant distributions and convergence of imprecise Markov chains

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