Renewal Theory for Functionals of a Markov Chain with Compact State Space

Renewal Theory for Functionals of a Markov Chain with Compact State Space

vor 25 Jahren
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Mathematik, Informatik und Statistik - Open Access LMU - Teil 01/03
Mathematik, Informatik und Statistik - Open Access LMU - Teil 01/03
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vor 25 Jahren
Motivated by multivariate random recurrence equations we prove a
new analogue of the Key Renewal Theorem for functionals of a Markov
chain with compact state space in the spirit of Kesten. We simplify
and modify Kesten's proof.

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