Limit theorems for Markov chains of finite rank

Æ.H. Hoekstra, F.W. Steutel

Research output: Contribution to journalArticleAcademicpeer-review

4 Citations (Scopus)


We consider a Markov chain with a general state space, but whose behavior is governed by finite matrices. After a brief exposition of the basic properties of this chain, its convenience as a model is illustrated by three limit theorems. The ergodic theorem, the central limit theorem, and an extreme-value theorem are expressed in terms of dominant eigenvalues of finite matrices and proved by simple matrix theory.
Original languageEnglish
Pages (from-to)65-77
Number of pages13
JournalLinear Algebra and Its Applications
Publication statusPublished - 1984


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