Geometric ergodicity of Harris recurrent Markov chains with applications to renewal theory

DOI10.1016/0304-4149(82)90041-2zbMath0484.60056OpenAlexW2011808626MaRDI QIDQ1163788

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1016/0304-4149(82)90041-2

zbMATH Keywords

rate of convergence splitting geometric ergodicity non-singular renewal processes

Mathematics Subject Classification ID

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

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