A theorem on higher-order differences of two-state Markov chains

Abstract

The paper studies the time-homogeneous two-state Markov chains; the states are assumed to be binary symbols 0 and 1. The higher-order absolute differences taken from progressive states of a given chain are considered. A discrete capacity of subsets of natural series is defined and a limiting theorem for these differences, formulated in terms of Wiener criterion type relation, is presented.