Mathematics – Probability
Scientific paper
2007-04-04
Mathematics
Probability
18 pages
Scientific paper
We consider a sequence of additive functionals {\phi_n}, set on a sequence of Markov chains {X_n} that weakly converges to a Markov process X. We give sufficient condition for such a sequence to converge in distribution, formulated in terms of the characteristics of the additive functionals, and related to the Dynkin's theorem on the convergence of W-functionals. As an application of the main theorem, the general sufficient condition for convergence of additive functionals in terms of transition probabilities of the chains X_n is proved.
Kartashov Yuri N.
Kulik Alexey M.
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