The Key Renewal Theorem for a Transient Markov Chain

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dc.creatorKorshunov, Dmitry
dc.date2007-11-14
dc.date.accessioned2026-07-07T08:42:54Z
dc.date.available2026-07-07T08:42:54Z
dc.descriptionWe consider a time-homogeneous Markov chain $X_n$, $n\ge0$, valued in ${\bf R}$. Suppose that this chain is transient, that is, $X_n$ generates a $σ$-finite renewal measure. We prove the key renewal theorem under condition that this chain has asymptotically homogeneous at infinity jumps and asymptotically positive drift.
dc.description12 pages
dc.identifierhttps://arxiv.org/abs/0711.2169
dc.identifierhttp://arxiv.org/abs/0711.2169
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/142131
dc.subjectProbability
dc.subject60K05
dc.titleThe Key Renewal Theorem for a Transient Markov Chain
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