A multi-dimensional renewal theorem for finite Markov chains

DOI10.1007/BF02387381zbMATH Open0708.60081MaRDI QIDQ920487FDOQ920487

Authors: Thomas Höglund 

Publication date: 1990

Published in: Arkiv för Matematik (Search for Journal in Brave)

zbMATH Keywords

first passage problemmatrix valued functionsmulti-dimensional renewal theorem

Mathematics Subject Classification ID

Renewal theory (60K05)

Cites Work

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• Renewal theory for functionals of a Markov chain with general state space
• Change of Time Scale For Markov Processes
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• A Convexity Property in the Theory of Random Variables Defined on a Finite Markov Chain
• Markov Renewal Processes with Finitely Many States
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• Central limit theorems and statistical inference for finite Markov chains
• The Martin Boundary for Random Walk
• Renewal theory for m-dependent variables
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• The ruin problem for finite Markov chains
• An extension of the renewal equation

Cited In (4)

• A Note on Revival Models for Markov Chains
• Limit theorems for radial random walks on p × q-matrices as p tends to infinity
• A complex Ruelle-Perron-Frobenius theorem for infinite Markov shifts with applications to renewal theory
• Conditional Markov renewal theory. I. Finite and denumerable state space

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