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Poisson theorem for non-homogeneous Markov chains

Published online by Cambridge University Press:  14 July 2016

Janusz Pawłowski
Janusz Pawłowski*
Affiliation:
University of Wroclaw
*
∗Postal address: Institute of Mathematics, University of Wrocław, Pl. Grunwaldzki 2/4, 50–384 Wrocław, Poland.
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Abstract

This paper gives necessary and sufficient conditions for the convergence in distribution of sums of the 0–1 Markov chains to a compound Poisson distribution.

Keywords

COMPOUND POISSON DISTRIBUTIONTRANSITION PROBABILITIES
Type
Short Communications
Information
Journal of Applied Probability , Volume 26 , Issue 3 , September 1989 , pp. 637 - 642
Copyright
Copyright © Applied Probability Trust 1989 

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References

Baisakalov, I. B. (1968) Poisson's law for a nonstationary Markov chain. (Russian: Kazakh summary) Izv. Akad. Nauk Kazah. SSR, Ser. Fiz-Mat. 5, 42–47.Google Scholar
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