On estimation of expectation of simultaneous renewal time of time-inhomogeneous Markov chains using dominating sequence

DOI10.15559/19-VMSTA138zbMath1442.60073arXiv2001.02442MaRDI QIDQ2337820

Vitaliy Golomoziy

Publication date: 20 November 2019

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2001.02442

zbMATH Keywords

renewal theoryMarkov chainrandom walkcoupling

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Renewal theory (60K05)

Related Items (4)

Stability of functionals of perturbed Markov chains under the condition of uniform minorization ⋮ Exponential moments of simultaneous hitting time for non-atomic Markov chains ⋮ On geometric recurrence for time-inhomogeneous autoregression ⋮ Computable bounds of exponential moments of simultaneous hitting time for two time-inhomogeneous atomic Markov chains

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