English

The Key Renewal Theorem for a Transient Markov Chain

Probability 2007-11-15 v1

Abstract

We consider a time-homogeneous Markov chain XnX_n, n0n\ge0, valued in R{\bf R}. Suppose that this chain is transient, that is, XnX_n generates a σ\sigma-finite renewal measure. We prove the key renewal theorem under condition that this chain has asymptotically homogeneous at infinity jumps and asymptotically positive drift.

Keywords

Cite

@article{arxiv.0711.2169,
  title  = {The Key Renewal Theorem for a Transient Markov Chain},
  author = {Dmitry Korshunov},
  journal= {arXiv preprint arXiv:0711.2169},
  year   = {2007}
}

Comments

12 pages

R2 v1 2026-06-21T09:43:17.459Z