The Key Renewal Theorem for a Transient Markov Chain
Probability
2007-11-15 v1
Abstract
We consider a time-homogeneous Markov chain , , valued in . Suppose that this chain is transient, that is, generates a -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