On the range of recurrent Markov chains |
| |
| Authors: | KB Athreya |
| |
| Institution: | Department of Mathematics and Statistics, Iowa State University, Ames, IA 50011, USA |
| |
| Abstract: | Let {Xn}0∞ be an irreducible recurrent Markov Chain on the nonnegative integers. A result of Chosid and Isaac (1978) gives a sufficient condition for n?1Rn → 0 w.p.1. where Rn is the range of the chain. We give an alternative proof using Kingman's subadditive ergodic theorem (Kingman, 1973). Some examples are also given. |
| |
| Keywords: | 60J10 60F15 Markov chain recurrence range subadditive ergodic theorem |
| 本文献已被 ScienceDirect 等数据库收录！ |
