Limit theorems for Markov chains of finite rank

Æ.H. Hoekstra, F.W. Steutel

Onderzoeksoutput: Bijdrage aan tijdschriftTijdschriftartikelAcademicpeer review

4 Citaten (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.
Originele taal-2Engels
Pagina's (van-tot)65-77
Aantal pagina's13
TijdschriftLinear Algebra and Its Applications
StatusGepubliceerd - 1984


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