Fuh, Cheng-Der; Zhang, Cun-Hui - In: Stochastic Processes and their Applications 87 (2000) 1, pp. 53-67
We provide moment inequalities and sufficient conditions for the quick convergence for Markov random walks, without the assumption of uniform ergodicity for the underlying Markov chain. Our approach is based on martingales associated with the Poisson equation and Wald equations for the second...