|
Teoriya Veroyatnostei i ee Primeneniya, 1972, Volume 17, Issue 3, Pages 563–573
(Mi tvp2669)
|
|
|
|
Short Communications
An estimate of the convergence rate in a renewal theorem for random variables defined on a Markov chain
A. E. Zaslavskii Novosibirsk State University
Abstract:
A sequence of sums of random variables with arbitrary sign defined on transitions of a homogeneous aperiodic discrete Markov chain is represented by Doeblin's method ([2],[3]) as a sequence of sums of independent random variables. The results of [5] being applied, the convergence rate in a renewal theorem ([1]) is estimated.
Received: 03.08.1970
Citation:
A. E. Zaslavskii, “An estimate of the convergence rate in a renewal theorem for random variables defined on a Markov chain”, Teor. Veroyatnost. i Primenen., 17:3 (1972), 563–573; Theory Probab. Appl., 17:3 (1973), 535–543
Linking options:
https://www.mathnet.ru/eng/tvp2669 https://www.mathnet.ru/eng/tvp/v17/i3/p563
|
Statistics & downloads: |
Abstract page: | 147 | Full-text PDF : | 90 |
|