A multi-dimensional renewal theorem for finite Markov chains

DOI10.1007/BF02387381MaRDI QIDQ920487zbMATH OpenFDO

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

Cited in

(4)

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

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