Abstract
The asymptotic behavior of the transition probabilities Pij(n)(t/ɛn) for a homogeneous stochastically continuous Markov process with a finite set of states E where E can be represented in the form E=E0 U E1 U ... U Er, E0 is the set of unessential states, Ek, k=1, ..., r are ergodic classes.
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