# 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.

Published Aug. 17, 2015 10:31 AM