The Key Renewal Theorem for a Transient Markov Chain View Full Text


Ontology type: schema:ScholarlyArticle      Open Access: True


Article Info

DATE

2008-03

AUTHORS

Dmitry Korshunov

ABSTRACT

We consider a time-homogeneous real-valued Markov chain Xn, n≥0. Suppose that this chain is transient, that is, Xn generates a σ-finite renewal measure. We prove the key renewal theorem under the condition that this chain has jumps that are asymptotically homogeneous at infinity and asymptotically positive drift.

PAGES

234-245

References to SciGraph publications

  • 1993. Markov Chains and Stochastic Stability in NONE
  • 1975-12. On local limit theorems and Blackwell's renewal theorem for independent random variables in ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS
  • 2001-03. Limit Theorems for General Markov Chains in SIBERIAN MATHEMATICAL JOURNAL
  • Identifiers

    URI

    http://scigraph.springernature.com/pub.10.1007/s10959-007-0132-8

    DOI

    http://dx.doi.org/10.1007/s10959-007-0132-8

    DIMENSIONS

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