Klüppelberg, Claudia; Pergamenchtchikov, S. (2001): Renewal Theory for Functionals of a Markov Chain with Compact State Space. Collaborative Research Center 386, Discussion Paper 264 |
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Abstract
Motivated by multivariate random recurrence equations we prove a new analogue of the Key Renewal Theorem for functionals of a Markov chain with compact state space in the spirit of Kesten. We simplify and modify Kesten's proof.
Item Type: | Paper (Research Paper) |
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Keywords: | key renewal theorem, Markov chain, random recurrence equation, Riemann integrability |
Faculties: | Mathematics, Computer Science and Statistics > Statistics > Collaborative Research Center 386 Special Research Fields > Special Research Field 386 |
Subjects: | 500 Science > 510 Mathematics |
URN: | urn:nbn:de:bvb:19-epub-1644-2 |
Language: | English |
ID Code: | 1644 |
Deposited On: | 05. Apr 2007 |
Last Modified: | 04. Nov 2020 12:45 |
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