Athreya, K. B. (1985) On the range of recurrent Markov chains Statistics & Probability Letters, 3 (3). pp. 143-145. ISSN 0167-7152
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Official URL: http://linkinghub.elsevier.com/retrieve/pii/016771...
Related URL: http://dx.doi.org/10.1016/0167-7152(85)90052-5
Abstract
Let {Xn}0∞ be an irreducible recurrent Markov Chain on the nonnegative integers. A result of Chosid and Isaac (1978) gives a sufficient condition for n-1Rn → 0 w.p.1. where Rn is the range of the chain. We give an alternative proof using Kingman's subadditive ergodic theorem (Kingman, 1973). Some examples are also given.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Elsevier Science. |
| Keywords: | Markov Chain; Recurrence; Range; Subadditive Ergodic Theorem |
| ID Code: | 1127 |
| Deposited On: | 05 Oct 2010 12:53 |
| Last Modified: | 12 May 2011 10:08 |
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