Strong ratio limit property and R-recurrence of reversible Markov chains
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Publication:4769740
DOI10.1007/BF00532621zbMath0283.60071OpenAlexW2163850656MaRDI QIDQ4769740
Publication date: 1974
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00532621
Sums of independent random variables; random walks (60G50) Limit theorems in probability theory (60F99)
Related Items (3)
A note on R-recurrence of Markov chains ⋮ Computing Norms of Group-Invariant Transition Operators ⋮ Random walk polynomials and random walk measures
Cites Work
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- Random walks
- GEOMETRIC ERGODICITY IN DENUMERABLE MARKOV CHAINS
- Strong ratio limit property
- Strong Ratio Limit Property for R-Recurrent Markov Chains
- Strong ratio limits, R-recurrence and mixing properties of discrete parameter Markov processes
- Integral representations for Markov transition probabilities
- A Probability Limit Theorem Requiring no Moments
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