A new criterion for recurrence of Markov chains with an infinitely countable set of states
Fuente:
arXiv
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| Format: | Preprint |
| Publié: |
2024
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| _version_ | 1866910633701670912 |
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| author | Abramov, Vyacheslav M. |
| author_facet | Abramov, Vyacheslav M. |
| contents | For a class of irreducible Markov chains with an infinitely countable set of states, we establish a new verifiable necessary and sufficient condition for recurrence and transience. We show that if one of the basic assumptions is not satisfied, then the statement of the theorem becomes invalid. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2402_16004 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | A new criterion for recurrence of Markov chains with an infinitely countable set of states Abramov, Vyacheslav M. Probability 60J10, 60J80, 60J27, 60H07 For a class of irreducible Markov chains with an infinitely countable set of states, we establish a new verifiable necessary and sufficient condition for recurrence and transience. We show that if one of the basic assumptions is not satisfied, then the statement of the theorem becomes invalid. |
| title | A new criterion for recurrence of Markov chains with an infinitely countable set of states |
| topic | Probability 60J10, 60J80, 60J27, 60H07 |
| url | https://arxiv.org/abs/2402.16004 |