On the range of a regenerative sequence

For a given countable partition of the range of a regenerative sequence {Xn: n [greater-or-equal, slanted] 0}, let Rn be the number of distinct sets in the partition visited by X up to time n. We study convergence issues associated with the range sequence {Rn: n [greater-or-equal, slanted] 0}. As an application, we generalize a theorem of Chosid and Isaac to Harris recurrent Markov chains.

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Year of publication:	1985
Authors:	Glynn, Peter W.
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 20.1985, 1, p. 105-113
Publisher:	Elsevier
Keywords:	regenerative process range subadditive process Markov chain

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008873137