Accession Number : AD0615950

Title :   LIMIT THEOREMS INVOLVING CAPACITIES FOR RECURRENT MARKOV CHAINS,

Corporate Author : RAND CORP SANTA MONICA CALIF

Personal Author(s) : Port,Sidney C.

Report Date : JUN 1965

Pagination or Media Count : 33

Abstract : The asymptotic behavior of the quantity E(n) = The summation over all x of M(x) P sub x (V < or = n) is investigated in an irreducible, recurrent Markov chain, where M(x) is an invariant measure, and V is the hitting time of a finite nonempty set B.

Descriptors :   (*POTENTIAL THEORY, PROBABILITY), (*PROBABILITY, POTENTIAL THEORY), MEASURE THEORY, INVARIANCE, SERIES(MATHEMATICS), NUMERICAL METHODS AND PROCEDURES, SET THEORY, THEOREMS

Distribution Statement : APPROVED FOR PUBLIC RELEASE