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

DOI10.1007/BF00532621MaRDI QIDQ4769740zbMATHOpenAlexFDO

Authors 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

• scientific article; zbMATH DE number 3337270 (Why is no real title available?)
• scientific article; zbMATH DE number 3089453 (Why is no real title available?)
• A Probability Limit Theorem Requiring no Moments
• GEOMETRIC ERGODICITY IN DENUMERABLE MARKOV CHAINS
• Integral representations for Markov transition probabilities
• Random walks
• Strong Ratio Limit Property for R-Recurrent Markov Chains
• Strong ratio limit property
• Strong ratio limits, R-recurrence and mixing properties of discrete parameter Markov processes

Cited in

(3)

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

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