An estimate of the expectation of the excess of a renewal sequence generated by a time-inhomogeneous Markov chain if a square-integrable majorizing sequence exists

DOI10.1090/tpms/1008zbMath1371.60152OpenAlexW2746385203MaRDI QIDQ5351662

Vitaliy Golomoziy

Publication date: 30 August 2017

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/tpms/1008

zbMATH Keywords

stabilitydistributionscouplingdiscrete Markov chainsrenewal sequence

Mathematics Subject Classification ID

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

Related Items

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 ⋮ An estimate for an expectation of the simultaneous renewal for time-inhomogeneous Markov chains ⋮ Properties of the stochastic ordering for discrete distributions and their applications to the renewal sequence generated by a nonhomogeneous Markov chain ⋮ On estimation of expectation of simultaneous renewal time of time-inhomogeneous Markov chains using dominating sequence

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