On the Range of a Regenerative SequenceP. W. Glynn Stochastic Processes and Their Applications, Vol. 20, 105-113 (1985) For a given countable partition of the range of a regenerative sequence {Xn: n≥0}, let Rn be the number of distinct sets in the partition visited by X up to time n. We study convergence issues associated with the range sequence {Rn: n≥0}. As an application, we generalize a theorem of Chosid and Isaac to Harris recurrent Markov chains.
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