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Renewal-type behavior of absorption times in Markov chains
Published online by Cambridge University Press: 01 July 2016
Abstract
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.
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- Research Article
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- Copyright © Applied Probability Trust 1994
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