On geometric and algebraic transience for discrete-time Markov chains |
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Authors: | Yong-Hua Mao Yan-Hong Song |
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Affiliation: | 1. School of Mathematical Sciences, Beijing Normal University, Laboratory of Mathematics and Complex Systems, Ministry of Education, Beijing 100875, China;2. School of Statistics and Mathematics, Zhongnan University of Economics and Law, Wuhan 430073, China |
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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 bounding the modified moment of the first return time and establishing the appropriate drift condition. Moreover, we apply the criteria to the random walk on the half line and the skip-free chain on nonnegative integers. |
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Keywords: | 60J10 60J35 37B25 |
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