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Enlargement of an inhomogeneous Markov chain with rare non-stationary intensities of transitions between classes. (Russian) Zbl 0407.60076

Teor. Veroyatn. Mat. Stat. 19, 18-28 (1978).

MSC:

60J10 Markov chains (discrete-time Markov processes on discrete state spaces)
60F99 Limit theorems in probability theory