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  • Search: subject:"Regenerative sequence"
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Harris recurrence 1 Markov chains 1 Monte Carlo 1 Recurrence 1 Regenerative sequence 1
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Athreya, Krishna B. 1 Roy, Vivekananda 1
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Statistics & Probability Letters 1
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When is a Markov chain regenerative?
Athreya, Krishna B.; Roy, Vivekananda - In: Statistics & Probability Letters 84 (2014) C, pp. 22-26
A sequence of random variables {Xn}n≥0 is called regenerative if it can be broken up into iid components. The problem addressed in this paper is that of determining under what conditions a Markov chain is regenerative. It is shown that an irreducible Markov chain with a countable state space...
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