Drift Vectors Are Not Sufficient to Determine Recurrence of a Markov Chain on Z+ 3

Drift Vectors Are Not Sufficient to Determine Recurrence of a Markov Chain on Z+ 3

For a Markov chain in Z+ n, 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.

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Journal of applied probability 1994-12, Vol.31 (4), p.1098-1102
1. Verfasser: Kotler, Mitchell
Format: Artikel
Sprache:eng
Schlagworte:
Conditional probabilities
Ergodic theory
Markov chains
Mathematical functions
Mathematical vectors
Mathematics
Short Communications
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:For a Markov chain in Z+ n, 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:10.2307/3215332