Renewal approximation for the absorption time of a decreasing Markov chain

DOI10.1017/jpr.2016.39zbMath1351.60023arXiv1509.01704OpenAlexW2963360118MaRDI QIDQ2836230

Gerold Alsmeyer, Alexander Marynych

Publication date: 9 December 2016

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.01704

zbMATH Keywords

renewal theoryMarkov chainabsorption timerandom recursionminimal \(L^p\)-distance

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (2)

Bivariate Markov chains converging to Lamperti transform Markov additive processes ⋮ Asymptotics and renewal approximation in the online selection of increasing subsequence

This page was built for publication: Renewal approximation for the absorption time of a decreasing Markov chain