Strong ratio limit property and R-recurrence of reversible Markov chains

DOI10.1007/BF00532621zbMATH Open0283.60071OpenAlexW2163850656MaRDI QIDQ4769740FDOQ4769740

Götz Kersting

Publication date: 1974

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00532621

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Limit theorems in probability theory (60F99)

Cites Work

• Title not available (Why is that?)
• GEOMETRIC ERGODICITY IN DENUMERABLE MARKOV CHAINS
• Title not available (Why is that?)
• Random walks
• Strong Ratio Limit Property for R-Recurrent Markov Chains
• Strong ratio limits, R-recurrence and mixing properties of discrete parameter Markov processes
• Strong ratio limit property
• A Probability Limit Theorem Requiring no Moments
• Integral representations for Markov transition probabilities

Cited In (3)

• Computing Norms of Group-Invariant Transition Operators
• A note on R-recurrence of Markov chains
• Random walk polynomials and random walk measures

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