The rate of convergence in Orey's theorem for Harris recurrent Markov chains with applications to renewal theory

DOI10.1016/0304-4149(83)90037-6zbMath0532.60060OpenAlexW2086207285MaRDI QIDQ789102

Esa Nummelin, Pekka Tuominen

Publication date: 1983

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(83)90037-6

zbMATH Keywords

general ergodicitygeneral recurrencegeometric - subgeometric rate of convergencenon-singular renewal processesOrey's theorem

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Renewal theory (60K05)

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Cites Work

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• Renewal theory - A Markov process approach
• A refinement of the coupling method in renewal theory
• Geometric ergodicity of Harris recurrent Markov chains with applications to renewal theory
• Geometric ergodicity and R-positivity for general Markov chains
• One-sided error estimates in renewal theory
• A splitting technique for Harris recurrent Markov chains
• Uniform rates of convergence for Markov chain transition probabilities
• Uniform limit theorems for non-singular renewal and Markov renewal processes
• On coupling of discrete renewal processes
• A New Approach to the Limit Theory of Recurrent Markov Chains
• On Absolutely Continuous Components and Renewal Theory