A fluctuation theory for Markov chains
نویسندگان
چکیده
منابع مشابه
i?-THEORY FOR MARKOV CHAINS
If {Xn} is a discrete-time ^-irreducible Markov chain on a measure space (#*, 3?) [4; p. 4], with «-step transition probabilities P"(x, A), it has been shown in [5] that there exists a subset ^R of 3F with the property that, for every Ae^R and 0-almost all x € W, the power series J^P(x, A)z" have the same radius of convergence R. Moreover, there is a countable partition of 2£ all of whose eleme...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 1984
ISSN: 0304-4149
DOI: 10.1016/0304-4149(84)90174-1