Abstract
In the analytic approach to Markov chains, the proof of convergence to steady state of an ergodic hmc is a consequence of a result on power series called the blue renewal theorem by the probabilists. This result forms the matter of this section. However, the renewal theorem will not be used as the essential step towards the convergence theorem, but on the contrary, it will be obtained as a corollary of the latter.
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Brémaud, P. (2017). Discrete Renewal Theory. In: Discrete Probability Models and Methods. Probability Theory and Stochastic Modelling, vol 78. Springer, Cham. https://doi.org/10.1007/978-3-319-43476-6_18
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DOI: https://doi.org/10.1007/978-3-319-43476-6_18
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Publisher Name: Springer, Cham
Print ISBN: 978-3-319-43475-9
Online ISBN: 978-3-319-43476-6
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