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arXiv · 0711.2169

The Key Renewal Theorem for a Transient Markov Chain

Dmitry Korshunov
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Abstract

We consider a time-homogeneous Markov chain $X_n$, $n\ge0$, valued in ${\bf R}$. Suppose that this chain is transient, that is, $X_n$ generates a $σ$-finite renewal measure. We prove the key renewal theorem under condition that this chain has asymptotically homogeneous at infinity jumps and asymptotically positive drift.

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Dmitry Korshunov. 2007-11-14. The Key Renewal Theorem for a Transient Markov Chain. https://arxiv.org/abs/0711.2169

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