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
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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},
year = {1972},
volume = {17},
number = {3},
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 UR - http://geodesic.mathdoc.fr/item/TVP_1972_17_3_a15/ LA - ru ID - TVP_1972_17_3_a15 ER -
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/