On geometric and algebraic transience for discrete-time Markov chains

Yong-Hua Mao; Yan-Hong Song

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arXiv · 1301.1182

On geometric and algebraic transience for discrete-time Markov chains

Yong-Hua Mao·Yan-Hong Song

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Abstract

General characterizations of ergodic Markov chains have been developed in considerable detail. In this paper, we study the transience for discrete-time Markov chains on general state spaces, including the geometric transience and algebraic transience. Criteria are presented through establishing the drift condition and considering the first return time. As an application, we give explicit criteria for the random walk on the half line and the skip-free chain on nonnegative integers.

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Yong-Hua Mao, Yan-Hong Song. 2013-01-07. On geometric and algebraic transience for discrete-time Markov chains. https://arxiv.org/abs/1301.1182

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