Multidimensional renewal theory in the non-centered case. Application to strongly ergodic Markov chains

Autor:	Guibourg, Denis, Hervé, Loïc
Rok vydání:	2011
Předmět:	Mathematics - Probability
Druh dokumentu:	Working Paper
Popis:	Let $(S_n)_n$ be a $R^d$-valued random walk ($d\geq2$). Using Babillot's method [2], we give general conditions on the characteristic function of $S_n$ under which $(S_n)_n$ satisfies the same renewal theorem as the classical one obtained for random walks with i.i.d. non-centered increments. This statement is applied to additive functionals of strongly ergodic Markov chains under the non-lattice condition and (almost) optimal moment conditions.
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1110.3603 Zobrazit plný text záznamu View this record from Arxiv