An estimate of the convergence rate in a~renewal theorem for random variables defined on a~Markov chain
Teoriâ veroâtnostej i ee primeneniâ, Tome 17 (1972) no. 3, pp. 563-573

Voir la notice de l'article provenant de la source Math-Net.Ru

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.
@article{TVP_1972_17_3_a15,
     author = {A. E. Zaslavskii},
     title = {An estimate of the convergence rate in a~renewal theorem for random variables defined on {a~Markov} chain},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {563--573},
     publisher = {mathdoc},
     volume = {17},
     number = {3},
     year = {1972},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1972_17_3_a15/}
}
TY  - JOUR
AU  - A. E. Zaslavskii
TI  - An estimate of the convergence rate in a~renewal theorem for random variables defined on a~Markov chain
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1972
SP  - 563
EP  - 573
VL  - 17
IS  - 3
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_1972_17_3_a15/
LA  - ru
ID  - TVP_1972_17_3_a15
ER  - 
%0 Journal Article
%A A. E. Zaslavskii
%T An estimate of the convergence rate in a~renewal theorem for random variables defined on a~Markov chain
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1972
%P 563-573
%V 17
%N 3
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_1972_17_3_a15/
%G ru
%F TVP_1972_17_3_a15
A. E. Zaslavskii. An estimate of the convergence rate in a~renewal theorem for random variables defined on a~Markov chain. Teoriâ veroâtnostej i ee primeneniâ, Tome 17 (1972) no. 3, pp. 563-573. http://geodesic.mathdoc.fr/item/TVP_1972_17_3_a15/