Logo Logo
Help
Contact
Switch Language to German
Klüppelberg, Claudia; Pergamenchtchikov, S. (2001): Renewal Theory for Functionals of a Markov Chain with Compact State Space. Collaborative Research Center 386, Discussion Paper 264
[img]
Preview
424kB

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.