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On the weak convergence of sequences of circuit processes: a probabilistic approach
Published online by Cambridge University Press: 14 July 2016
Abstract
The asymptotic behaviour of sequences of Markov processes whose finite distributions depend upon the sample paths ω of a positive recurrent Markov chain ξ is studied. The existence of such sequences depends upon the existence of a unique class of directed weighted circuits having a probabilistic interpretation in terms of the directed circuits occurring along the sample paths of ξ. An application to multiple Markov chains is given.
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- Copyright © Applied Probability Trust 1992
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