A note on the geometric ergodicity of a Markov chain
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Publication:3828839
DOI10.2307/1427643zbMath0674.60068OpenAlexW2312245927MaRDI QIDQ3828839
Publication date: 1989
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1427643
autoregressive processdrift conditioninvariant probability measuregeometrically ergodicrandom walk on a half line
Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Limit theorems in probability theory (60F99)
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