Renewal theorem for strongly ergodic Markov chains : application to Lipschitz iterative models

DOI10.1016/j.crma.2008.02.010zbMath1145.60045OpenAlexW2004724704MaRDI QIDQ2427229

Denis Guibourg

Publication date: 8 May 2008

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2008.02.010

zbMATH Keywords

Fourier transformrandom walkergodic Markov chainrenewal theoremperturbation operatorinvariant probabilityLipschitz iterative models

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05) Renewal theory (60K05)

Related Items (3)

Multidimensional renewal theory in the non-centered case: application to strongly ergodic Markov chains ⋮ A renewal theorem for strongly ergodic Markov chains in dimension \(d \geq 3\) and centered case ⋮ The Nagaev-Guivarc’h method via the Keller-Liverani theorem

Cites Work

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• On the Markov renewal theorem
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• Théorie du renouvellement pour des chaînes semi-markoviennes transientes. (Renewal theory for transient semi-Markov chains)
• Central limit theorems for iterated random Lipschitz mappings.
• Sur un Theoreme Spectral et son Application aux Noyaux Lipchitziens
• Limit theorems for Markov chains and stochastic properties of dynamical systems by quasi-compactness

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