Renewal Theory for Functionals of a Markov Chain with Compact State Space
Beschreibung
vor 23 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.
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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