A multi-dimensional renewal theorem for finite Markov chains

DOI10.1007/BF02387381zbMath0708.60081MaRDI QIDQ920487

Thomas Höglund

Publication date: 1990

Published in: Arkiv för Matematik (Search for Journal in Brave)

zbMATH Keywords

first passage problemmatrix valued functionsmulti-dimensional renewal theorem

Mathematics Subject Classification ID

Renewal theory (60K05)

Cites Work

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• Renewal theory for m-dependent variables
• The ruin problem for finite Markov chains
• Renewal theory for functionals of a Markov chain with general state space
• Change of Time Scale For Markov Processes
• A Convexity Property in the Theory of Random Variables Defined on a Finite Markov Chain
• Central limit theorems and statistical inference for finite Markov chains
• The Martin Boundary for Random Walk
• Markov Renewal Processes with Finitely Many States
• An extension of the renewal equation