Strong ratio limit property

Author:
Steven Orey

Journal:
Bull. Amer. Math. Soc. **67** (1961), 571-574

DOI:
https://doi.org/10.1090/S0002-9904-1961-10694-0

MathSciNet review:
0132600

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References | Additional Information

**1.**K. L. Chung,*Markov chains with stationary transition probabilities*, Berlin, Springer, 1960. MR**116388****2.**W. Feller,*An introduction to probability theory and its applications*, New York, Wiley, 1950. MR**38583****3.**A. Garsia, S. Orey, and E. Rodemich,*Asymptotic behavior of successive coefficients of some power series*, to appear. MR**142947****4.**S. Karlin and J. McGregor,*The classification of birth and death processes*, Trans. Amer. Math. Soc. vol. 86 (1957) pp. 366-400. MR**94854****5.**S. Karlin and J. McGregor,*Random walks*, Illinois J. Math. vol. 3 (1959) pp. 66-81. MR**100927****6.**D. G. Kendall,*Unitary dilations of Markov transition operators, and the corresponding integral representation for transition-probability matrices*, Harold Cramér Volume (Ed. U. Grenander) Stockholm (1960) pp. 139-161. MR**116389****7.**D. G. Kendall,*Unitary dilations of one-parameter semigroups of Markov transition operators, and the corresponding integral representations for Markov processes with a countable infinity of states*, Proc. London Math. Soc. vol. 9 (1959) pp. 417-431. MR**116390****8.**W. Pruitt,*Bilateral birth and death processes*, ONR Technical Report No. 22, Contract Nonr-225(28) (NR-047-019), Applied Math, and Stat. Lab., Stanford, (1960).

Additional Information

DOI:
https://doi.org/10.1090/S0002-9904-1961-10694-0