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arxiv: 0711.2169 · v1 · submitted 2007-11-14 · 🧮 math.PR

The Key Renewal Theorem for a Transient Markov Chain

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keywords chainrenewalasymptoticallymarkovtheoremtransientconditionconsider
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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 $\sigma$-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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