Drift vectors are not sufficient to determine recurrence of a Markov chain on ℤ3
For a Markov chain in n = 2, drift vectors (conditional expected jumps) on the interior and the boundaries distinguish between recurrence and transience. The result of this paper is that the analogous proposition in the n = 3 case fails.
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| Veröffentlicht in: | Journal of applied probability 1994-12, Vol.31 (4), p.1098-1102 |
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| Format: | Artikel |
| Sprache: | eng |
| Online-Zugang: | Volltext |
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| Zusammenfassung: | For a Markov chain in
n
= 2, drift vectors (conditional expected jumps) on the interior and the boundaries distinguish between recurrence and transience. The result of this paper is that the analogous proposition in the
n
= 3 case fails. |
|---|---|
| ISSN: | 0021-9002 1475-6072 |
| DOI: | 10.1017/S0021900200099605 |