Convergence rates in the local renewal theorem

Artëm Sapozhnikov

Statistics & Probability Letters, 2008, vol. 78, issue 14, 2230-2233

Abstract: We improve the results from [Lindvall, T., 1979. On coupling of discrete renewal processes. Z. Wahrscheinlichkeitsth. 48, 57-70] on subgeometric convergence rates in the local renewal theorem. The results are used in [Sapozhnikov, A., 2006. Subgeometric rates of convergence of f-ergodic Markov chains (submitted for publication)] to generalize the previous results on convergence rates for Markov chains [Tuominen, P., Tweedie, R.L., 1994. Subgeometric rates of convergence of f-ergodic Markov chains. Adv. Appl. Probab. 26, 775-798].

Date: 2008
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