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Stabilité de la récurrence nulle pour certaines chaines de Markov perturbées
Published online by Cambridge University Press: 14 July 2016
Abstract
We investigate how the property of null-recurrence is preserved for Markov chains under a perturbation of the transition probability. After recalling some useful criteria in terms of the one-step transition nucleus we present two methods to determine barrier functions, one in terms of taboo potentials for the unperturbed Markov chain, and the other based on Taylor's formula.
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- Copyright © Applied Probability Trust 1983
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