Renewal theory for functionals of a markov chain with compact state space

Annals of Probability

Volumn 31, Issue 4, 2003, Pages 2270-2300

  Klüppelberg, Claudia ^a   Pergamenchtchikov, Serguei ^b  

^a TECHNICAL UNIVERSITY OF MUNICH   (Germany)

^b UNIVERSITÉ DE ROUEN   (France)

Author keywords

Key Renewal Theorem; Markov chain; Random recurrence equation; Riemann integrability

Indexed keywords

EID: 0347592467     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1068646385     Document Type: Article

References (20)

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