Teoriâ veroâtnostej i ee primeneniâ, Tome 17 (1972) no. 3, pp. 563-573
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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/
@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 -
%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
%U http://geodesic.mathdoc.fr/item/TVP_1972_17_3_a15/
%G ru
%F TVP_1972_17_3_a15
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.
