Kharkova, M. V. Some limit theorems for a sequence of Markov chains. (English. Russian original) Zbl 0837.60064 Theory Probab. Math. Stat. 47, 147-154 (1993); translation from Teor. Jmovirn. Mat. Stat. 47, 149-159 (1992). Summary: This paper deals with the asymptotic behavior of random broken lines constructed from multidimensional series of Markov chains in case where local characteristics irregularly depend on the number of a series. Sufficient conditions of convergence of the random broken lines to diffusion processes are obtained. MSC: 60J10 Markov chains (discrete-time Markov processes on discrete state spaces) 60F05 Central limit and other weak theorems Keywords:asymptotic behavior of random broken lines; Markov chains; convergence of the random broken lines to diffusion processes PDFBibTeX XMLCite \textit{M. V. Kharkova}, Theory Probab. Math. Stat. 47, 1 (1992; Zbl 0837.60064); translation from Teor. Jmovirn. Mat. Stat. 47, 149--159 (1992)