Poisson equation, moment inequalities and quick convergence for Markov random walks

Stochastic Processes and their Applications

Volumn 87, Issue 1, 2000, Pages 53-67

  Fuh, Cheng Der ^a   Zhang, Cun Hui ^b  

^a INSTITUTE OF STATISTICAL SCIENCE   (Taiwan)

^b RUTGERS UNIVERSITY   (United States)

Author keywords

Inequality; Markov random walk; Moment; Poisson equation; Primary 60G40; Quick convergence; Renewal theory; Secondary 60J10; Tail probability; Wald equation

Indexed keywords

EID: 0002034479     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(99)00104-0     Document Type: Article

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