Abstract:
General theorems obtained in [1] are used to obtain concrete results for Markov processes. These results are formulated in terms of infinitesimal operators of Markov processes (see [13]). It is proved, with some general assumptions made, that the convergence of initial distributions and infinitesimal operators of processes is entailed with the convergence of distributions of $\mathrm J_1$-continuous functionals of these processes (see [1]).
Citation:
A. V. Skorokhod, “Limit Theorems for Markov Processes”, Teor. Veroyatnost. i Primenen., 3:3 (1958), 217–264; Theory Probab. Appl., 3:3 (1958), 202–246