Abstract:
We obtain necessary and sufficient conditions for the convergence of moments of the first entrance into asymptotically retiring domains for ergodic Markov chains.
Citation:
D. V. Koroljuk, D. S. Sil'vestrov, “The moments of the first entrance into asymptotically retiring domains for ergodic Markov chains”, Teor. Veroyatnost. i Primenen., 28:2 (1983), 410–420; Theory Probab. Appl., 28:2 (1984), 432–442