We use cookies to distinguish you from other users and to provide you with a better experience on our websites. Close this message to accept cookies or find out how to manage your cookie settings.
We use cookies to distinguish you from other users and to provide you with a better experience on our websites. Close this message to accept cookies or find out how to manage your cookie settings.
Published online by Cambridge University Press: 24 April 2025
In Chapter 10 we consider Markov chains with asymptotically constant (non-zero) drift. As shown in the previous chapter, the more slowly they to zero, the higher are the moments that should behave regularly at infinity. This is needed to make it possible to describe the asymptotic tail behaviour of the invariant measure. Therefore, it is not surprising that in the case of an asymptotically negative drift bounded away from zero we need to assume that the distribution of jumps converges weakly at infinity. This corresponds, roughly speaking, to the assumption that all moments behave regularly at infinity. In this chapter we slightly extend the notion of an asymptotically homogeneous Markov chain by allowing extended limiting random variables.
To save this book to your Kindle, first ensure [email protected] is added to your Approved Personal Document E-mail List under your Personal Document Settings on the Manage Your Content and Devices page of your Amazon account. Then enter the ‘name’ part of your Kindle email address below. Find out more about saving to your Kindle.
Note you can select to save to either the @free.kindle.com or @kindle.com variations. ‘@free.kindle.com’ emails are free but can only be saved to your device when it is connected to wi-fi. ‘@kindle.com’ emails can be delivered even when you are not connected to wi-fi, but note that service fees apply.
Find out more about the Kindle Personal Document Service.
To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Dropbox.
To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Google Drive.
