I. A. Kruglov, “Autoregression on a finite Abelian group controlled by a Markov chain”, Mat. Vopr. Kriptogr., 2011, Volume 2, Issue 4,Pages <nobr>25

Autoregression on a finite Abelian group controlled by a Markov chain

I. A. Kruglov

LLC Certification Research Center, Moscow

Abstract: An analog of convergence principle due to B. M. Kloss is proved for autoregressive sequences of random variables on a finite Abelian group controlled by a Markov chain.

Key words: Markov chains on groups, conditional distributions, limit theorems.

UDC: 519.217.2

Received 23.VI.2011

DOI: 10.4213/mvk41