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Structure and asymptotic behaviour of a non–decreasing Markov chain

 

作者: P. Todorovic,  

 

期刊: Stochastic Analysis and Applications  (Taylor Available online 1992)
卷期: Volume 10, issue 1  

页码: 107-121

 

ISSN:0736-2994

 

年代: 1992

 

DOI:10.1080/07362999208809257

 

出版商: Marcel Dekker, Inc.

 

数据来源: Taylor

 

摘要:

Letbe a non-decreasing Markov chain with a transition probability Q satisfying.Assuming that Q(x,By),where,is non-increasing in x, and that Q(x,By+x) B is non-decreasing in x,we prove that,where {Zi} is stochastically non-increasing and asymptotically i.i.d.,possessing a mixin property.We use this to show that(a.s) and thatin probability,if,where T(y) is the hitting time of (y,∞).We also show thatis Markov renewal process whereare sojourn times of

 

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