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Drift vectors are not sufficient to determine recurrence of a Markov chain on ℤ3+

Part of: Markov processes

Published online by Cambridge University Press:  14 July 2016

Mitchell Kotler
Mitchell Kotler*
Affiliation:
University of Massachusetts, Amherst
*
∗Postal address: Department of Mathematics and Statistics, UMass Amherst, Amherst, MA 01003, USA.
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Abstract

For a Markov chain in n = 2, drift vectors (conditional expected jumps) on the interior and the boundaries distinguish between recurrence and transience. The result of this paper is that the analogous proposition in the n = 3 case fails.

Keywords

ERGODICLYAPOUNOV FUNCTIONTRANSIENT

MSC classification

Primary: 60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
Type
Research Article
Information
Journal of Applied Probability , Volume 31 , Issue 4 , December 1994 , pp. 1098 - 1102
Copyright
Copyright © Applied Probability Trust 1994 

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References

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