The Key Renewal Theorem for a Transient Markov Chain

Dmitry Korshunov ()
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Dmitry Korshunov: Sobolev Institute of Mathematics and Novosibirsk State University

Journal of Theoretical Probability, 2008, vol. 21, issue 1, 234-245

Abstract: Abstract We consider a time-homogeneous real-valued Markov chain X n , n≥0. Suppose that this chain is transient, that is, X n generates a σ-finite renewal measure. We prove the key renewal theorem under the condition that this chain has jumps that are asymptotically homogeneous at infinity and asymptotically positive drift.

Keywords: Transient Markov chain; Renewal kernel; Renewal measure; Key renewal theorem; Green function (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1007/s10959-007-0132-8

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