Limit theorems and structural properties of the cat-and-mouse Markov chain and its generalisations

DOI10.1017/apr.2021.23zbMath1486.60090arXiv1807.04504OpenAlexW4214771594WikidataQ113858385 ScholiaQ113858385MaRDI QIDQ5066876

Timofeĭ Vycheslavovich Prasolov, Sergeĭ Georgievich Foss, Vsevolod Shneer

Publication date: 31 March 2022

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

Full work available at URL: https://arxiv.org/abs/1807.04504

zbMATH Keywords

weak convergenceregular variationcompound renewal processrandomly stopped sumsmultidimensional Markov chaincat-and-mouse games

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Communication networks in operations research (90B18) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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