Renewal representations for Markov operators (Q1179963)
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English | Renewal representations for Markov operators |
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Renewal representations for Markov operators (English)
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27 June 1992
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Harris Markov chains are regenerative and this fact provides one route to the usual limit theorems for Markov transition kernels. However there are many natural examples of Markov chains that are not Harris and for which the regeneration method is not available. The present article investigates Markov operators which possess a ``renewal representation'' without being strictly regenerative, and shows that renewal representations are sufficient to imply the main limit theorems and that they are equivalent to the existence of certain ``filling schemes''. The results are formulated for Markov operators on vector lattices and are applied in particular to co-Feller operators and operators contracting the variation.
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Harris Markov chains
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Markov operators on vector lattices
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co-Feller operators
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renewal representation
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