The rate of convergence in Orey's theorem for Harris recurrent Markov chains with applications to renewal theory

DOI10.1016/0304-4149(83)90037-6zbMath0532.60060OpenAlexW2086207285MaRDI QIDQ789102

Esa Nummelin, Pekka Tuominen

Publication date: 1983

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(83)90037-6

zbMATH Keywords

general ergodicitygeneral recurrencegeometric - subgeometric rate of convergencenon-singular renewal processesOrey's theorem

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Renewal theory (60K05)

Related Items (26)

Solutions to complex smoothing equations ⋮ Upper Bounds for Exponential Moments of Hitting Times for Semi-Markov Processes ⋮ Practical drift conditions for subgeometric rates of convergence. ⋮ SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS ⋮ On the polynomial convergence rate to nonequilibrium steady states ⋮ On mixing rate and convergence to stationary regime in discrete time Erlang problem ⋮ Subgeometric ergodicity analysis of continuous-time Markov chains under random-time state-dependent Lyapunov drift conditions ⋮ Subgeometric ergodicity under random-time state-dependent drift conditions ⋮ Orlicz Integrability of Additive Functionals of Harris Ergodic Markov Chains ⋮ The ODE method for stability of skip-free Markov chains with applications to MCMC ⋮ Numerical simulation of polynomial-speed convergence phenomenon ⋮ Strong invariance principles for ergodic Markov processes ⋮ Subgeometric rates of convergence of Markov processes in the Wasserstein metric ⋮ On distributionally regenerative Markov chains ⋮ Quantitative Harris-type theorems for diffusions and McKean–Vlasov processes ⋮ Subgeometric ergodicity and β-mixing ⋮ MARKOV CHAINS SATISFYING SIMPLE DRIFT CONDITIONS FOR SUBGEOMETRIC ERGODICITY ⋮ Subgeometric ergodicity for continuous-time Markov chains ⋮ Subgeometric ergodicity of strong Markov processes ⋮ Rate of convergence in the law of large numbers for supercritical general multi-type branching processes ⋮ Bounds on regeneration times and limit theorems for subgeometric Markov chains ⋮ Subgeometric rates of convergence for a class of continuous-time Markov process ⋮ Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes ⋮ Recurrence relations for generalized hitting times for semi-Markov processes ⋮ Criteria for geometric and algebraic transience for discrete-time Markov chains ⋮ State-dependent Foster-Lyapunov criteria for subgeometric convergence of Markov chains

Cites Work

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• Renewal theory - A Markov process approach
• A refinement of the coupling method in renewal theory
• Geometric ergodicity of Harris recurrent Markov chains with applications to renewal theory
• Geometric ergodicity and R-positivity for general Markov chains
• One-sided error estimates in renewal theory
• A splitting technique for Harris recurrent Markov chains
• Uniform rates of convergence for Markov chain transition probabilities
• Uniform limit theorems for non-singular renewal and Markov renewal processes
• On coupling of discrete renewal processes
• A New Approach to the Limit Theory of Recurrent Markov Chains
• On Absolutely Continuous Components and Renewal Theory

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