Renewal theorem for strongly ergodic Markov chains : application to Lipschitz iterative models (Q2427229)

Let \(Q\) be a transition probability on a measurable space \((E, {\mathcal E})\), \((X_n)\) be a stationary Markov chain associated with \(Q\) and \(\xi:E\to {\mathbb R}\) be a measurable function. The author gives a renewal theorem for the random walk \({S_n=\sum_{k=1}^{n}\xi(X_k)}\) improving the method introduced by Guivarc'h and Hardy which was presented by Hennion and Hervé. Here the author uses the Fourier techniques and the perturbation theorem obtained by Keller-Liverani. For related papers see: [\textit{Y. Guivarc'h} and \textit{J. Hardy}, Ann. Inst. H. Poincaré 24, No. 1, 73--98 (1988; Zbl 0649.60041); \textit{H. Hennion} and \textit{L. Hervé}, Lecture Notes in Mathematics, vol. 1766, Springer (2001; Zbl 0983.60005); \textit{G. Keller} and \textit{C. Liverani}, Ann. Sc. Norm. Super. Pisa, Cl. Sci., IV. Ser. 28, No. 1, 141--152 (1999; Zbl 0956.37003)].