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A Note on Foster–Lyapunov Drift Condition for Recurrence of Markov Chains on General State Spaces

Authors :
Lifeng Xu
Shaoyi Zhang
Ren Zhang
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.

Details

ISSN :
15729230 and 08949840
Volume :
31
Database :
OpenAIRE
Journal :
Journal of Theoretical Probability
Accession number :
edsair.doi...........969163d362f282e9a816c05ba8d13776