Abstract: Let G be a measurable semigroup. Consider a stationary ergodic Markov chain ? = (?n)n ?? taking values in G. We are interested in conditions on ? ensuring that for every measure preserving ...
The aim of this paper is to present a comprehensive set of criteria for classifying as recurrent, transient, null or positive the sets visited by a general state space Markov chain. When the chain is ...
This is a preview. Log in through your library . Abstract This paper presents a partitioning algorithm for recursively computing the steady state probabilities for a finite, irreducible Markov chain ...