A refinement of the coupling method in renewal theory

Peter Ney

Stochastic Processes and their Applications, 1981, vol. 11, issue 1, 11-26

Abstract: An overjump Markov chain associated with a pair of random walks is used to obtain a sharp estimate of their coupling time; and thence of the convergence rate of a renewal process. Lattice valued and non-singular cases are treated.

Date: 1981
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