A ratio limit theorem for (sub) Markov chains on {1,2, …} with bounded jumps

DOI10.2307/1428129MaRDI QIDQ4850085zbMATH OpenOpenAlexFDO

Authors Harry Kesten

Publication date 15 January 1996

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1428129

zbMATH Keywords

absorbing Markov chainquasi-stationary distributionuniqueness of harmonic functions and harmonic measures

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on general state spaces (60J25)

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(23)

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• Eigenvectors and ratio limit theorems for Markov chains and their relatives
• \(R\)-positivity, quasi-stationary distributions and ratio limit theorems for a class of probabilistic automata
• On the existence of a quasistationary measure for a Markov chain
• Asymptotic behavior of absorbing Markov chains conditional on nonabsorption for applications in conservation biology
• Quasi-stationary distributions for queueing and other models
• On a property of random walk polynomials involving Christoffel functions
• Yaglom limit via Holley inequality
• Quasi-stationary distributions for discrete-state models
• Asymptotics of Markov additive chains on a half-plane: A ratio limit theorem
• Ratio limit theorems for self-adjoint operators and symmetric Markov chains
• Asymptotic hitting distribution for a reflected random walk in the positive quadrant
• Markov Chains Conditioned Never to Wait Too Long at the Origin
• scientific article; zbMATH DE number 3909436 (Why is no real title available?)
• The geometry of the space-time Martin boundary is different than the spatial Martin boundary
• Yaglom limits can depend on the starting state
• Minimal quasi-stationary distributions under null R-recurrence
• Quasilimiting behavior for one-dimensional diffusions with killing
• Quasi-stationary distributions for a class of discrete-time Markov chains

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