Renewal-type behavior of absorption times in Markov chains
Keyword(s):
This paper studies the absorption time of an integer-valued Markov chain with a lower-triangular transition matrix. The main results concern the asymptotic behavior of the absorption time when the starting point tends to infinity (asymptotics of moments and central limit theorem). They are obtained using stochastic comparison for Markov chains and the classical theorems of renewal theory. Applications to the description of large random chains of partitions and large random ordered partitions are given.
1994 ◽
Vol 26
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pp. 988-1005
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1998 ◽
Vol 35
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pp. 517-536
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1987 ◽
Vol 19
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pp. 739-742
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2000 ◽
Vol 37
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pp. 795-806
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2013 ◽
Vol 50
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pp. 918-930
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2005 ◽
Vol 37
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pp. 1075-1093
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2019 ◽
Vol 44
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pp. 282-308
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Keyword(s):
2005 ◽
Vol 37
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pp. 1075-1093
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