The key renewal theorem for a transient Markov chain

DOI10.1007/s10959-007-0132-8zbMath1135.60052arXiv0711.2169OpenAlexW2058247170MaRDI QIDQ2481400

Dmitrii Korshunov

Publication date: 9 April 2008

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0711.2169

zbMATH Keywords

Green functionKey renewal theoremRenewal kernelRenewal measureTransient Markov chain

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Renewal theory (60K05)

Related Items (8)

Symmetric Measures, Continuous Networks, and Dynamics ⋮ Renewal theory for transient Markov chains with asymptotically zero drift ⋮ Zeros of random tropical polynomials, random polygons and stick-breaking ⋮ Asymptotics and renewal approximation in the online selection of increasing subsequence ⋮ Noncommutative Boundaries Arising in Dynamics and Representations of the Cuntz Relations ⋮ Renewal theorems and stability for the reflected process ⋮ Markov chains on \({{\mathbb{Z}}^+}\): analysis of stationary measure via harmonic functions approach ⋮ Realizations and factorizations of positive definite kernels

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