Advertisement

Markov Chains pp 171-186 | Cite as

Discrete-Time Renewal Theory

  • Pierre Brémaud
Chapter
  • 59 Downloads
Part of the Texts in Applied Mathematics book series (TAM, volume 31)

Abstract

In the analytic approach to Markov chains, the convergence to steady state of an ergodic hmc is a consequence of a result on power series called the renewal theorem by the probabilists. In this chapter however the renewal theorem will not be the essential step in the proof of the convergence theorem but, on the contrary, it will be obtained as a corollary of the latter.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer Nature Switzerland AG 2020

Authors and Affiliations

  • Pierre Brémaud
    • 1
  1. 1.ParisFrance

Personalised recommendations