Abstract
A necessary and sufficient set of conditions is given for the finiteness of a general moment of the R -invariant measure of an R -recurrent substochastic matrix. The conditions are conceptually related to Foster's theorem. The result extends that of [8], and is illustratively applied to the single and multitype subcritical Galton–Watson process to find conditions for Yaglom-type conditional limit distributions to have finite moments.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
10 articles.
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