Limit Theorems for Transient Markov Chains

Sidney C. Port

ResearchPublished 1966

An investigation of the asymptotic behavior of quantities in a countable state space transient Markov chain which include expressions of the times of the r-th visits to a finite, nonempty set of states. Results are shown to yield information on the asymptotic behavior for solutions to the exterior Dirichlet problem for the set B, and on the error in approximating quantities expressing the occupation time. Applications are given to several specific classes of Markov chains.

Document Details

  • Copyright: RAND Corporation
  • Availability: Web Only
  • Year: 1966
  • Pages: 40
  • Document Number: RM-4965-PR

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Chicago Manual of Style

Port, Sidney C., Limit Theorems for Transient Markov Chains. Santa Monica, CA: RAND Corporation, 1966. https://www.rand.org/pubs/research_memoranda/RM4965.html.
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