A new criterion for recurrence of Markov chains with an infinitely countable set of states
For a class of irreducible Markov chains with an infinitely countable set of states, we establish a new verifiable necessary and sufficient condition for recurrence. We show that if one of the basic assumptions is not satisfied, then the statement of the theorem becomes invalid.
Authors
- Vyacheslav M. Abramov (ORCID: https://orcid.org/0000-0002-9859-100X)
Publication Details
- Journal
- Theory of Probability and Mathematical Statistics
- Published
- 2025-05-09
- DOI
- https://doi.org/10.1090/tpms/1224
- Primary Topic
- Markov Chains and Monte Carlo Methods
- Type
- article
- Field-Weighted Citation Impact
- 0.00