Rates of memory loss for null recurrent Markov chains
Probability
2025-01-20 v1 Dynamical Systems
Abstract
Orey (1962) proved that for an irreducible, aperiodic, and recurrent Markov chain with transition operator , the sequence converges to zero in total variation for any two probability measures and . In other words, all such Markov chains exhibit memory loss. While the rates of memory loss have been extensively studied for positive recurrent chains, there is a surprising lack of results for null recurrent chains. In this work, we prove the first estimates of memory loss rates in the null recurrent case.
Keywords
Cite
@article{arxiv.2501.10169,
title = {Rates of memory loss for null recurrent Markov chains},
author = {Ilya Chevyrev and Alexey Korepanov},
journal= {arXiv preprint arXiv:2501.10169},
year = {2025}
}