Andrey Pilipenko: Limits of Markov processes with irregular behavior at a fixed point
Andrey Pilipenko (Ukrainian National Academy of Sciences) gives a lecture with the title: Limits of Markov processes with irregular behavior at a fixed point.
We study the limit behavior of a sequence of Markov processes (or Markov
chains) whose distributions outside of any neighborhood of a ``singular''
point attract to some probability law. The behavior may be irregular in any
neighborhood of this point.
As an example of the general result, we consider a functional limit theorem for locally perturbed random walks.