On geometric and algebraic transience for discrete-time Markov chains
Probability
2013-01-08 v1
Abstract
General characterizations of ergodic Markov chains have been developed in considerable detail. In this paper, we study the transience for discrete-time Markov chains on general state spaces, including the geometric transience and algebraic transience. Criteria are presented through establishing the drift condition and considering the first return time. As an application, we give explicit criteria for the random walk on the half line and the skip-free chain on nonnegative integers.
Cite
@article{arxiv.1301.1182,
title = {On geometric and algebraic transience for discrete-time Markov chains},
author = {Yong-Hua Mao and Yan-Hong Song},
journal= {arXiv preprint arXiv:1301.1182},
year = {2013}
}
Comments
31 pages