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A Note on Foster–Lyapunov Drift Condition for Recurrence of Markov Chains on General State Spaces
- Source :
- Journal of Theoretical Probability. 31:1923-1928
- Publication Year :
- 2017
- Publisher :
- Springer Science and Business Media LLC, 2017.
-
Abstract
- In this paper, we prove that the Foster–Lyapunov drift condition is necessary and sufficient for recurrence of a Markov chain on a general state space. And then an answer in the affirmative for the question presented in the monograph of Meyn and Tweedie (Markov chains and stochastic stability. Springer, Berlin, 1993, P175) is obtained.
- Subjects :
- Statistics and Probability
Markov kernel
Markov chain
General Mathematics
Markov process
Continuous-time Markov chain
Combinatorics
symbols.namesake
Markov renewal process
symbols
Balance equation
Applied mathematics
Markov property
Additive Markov chain
Statistics, Probability and Uncertainty
Mathematics
Subjects
Details
- ISSN :
- 15729230 and 08949840
- Volume :
- 31
- Database :
- OpenAIRE
- Journal :
- Journal of Theoretical Probability
- Accession number :
- edsair.doi...........969163d362f282e9a816c05ba8d13776