Renewal theory for transient Markov chains with asymptotically zero drift
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DOI: 10.1090/tran/8167
Abstract: We solve the problem of asymptotic behaviour of the renewal measure (Green function) generated by a transient Lamperti's Markov chain $X_n$ in $\mathbf R$, that is, when the drift of the chain tends to zero… read more here.
Keywords: drift; markov chains; renewal measure; renewal ... See more keywords