The ladder variables of a Markov random walk (Q2772045)
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scientific article; zbMATH DE number 1706588
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| English | The ladder variables of a Markov random walk |
scientific article; zbMATH DE number 1706588 |
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18 February 2002
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Markov random walks
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ladder variables
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Harris recurrence
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The ladder variables of a Markov random walk (English)
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The author continues his earlier works concerning Markov renewal theorems [Stochastic Processes Appl. 50, No. 1, 37-56 (1994; Zbl 0789.60066); Technical Report, Univ. Münster (1996); Markov Process. Relat. Fields 3, No. 1, 103-127 (1997; Zbl 0906.60052)]. The main purpose of this paper is the derivation of a fundamental result on the probabilistic structure of the sequence of ladder variables associated with a Markov random walk with positive drift.
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0.7849740386009216
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0.7658847570419312
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0.7603793144226074
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