Title of article :
On geometric and algebraic transience for discrete-time Markov chains
Author/Authors :
Mao، نويسنده , , Yong-Hua and Song، نويسنده , , Yan-Hong، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2014
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 bounding the modified moment of the first return time and establishing the appropriate drift condition. Moreover, we apply the criteria to the random walk on the half line and the skip-free chain on nonnegative integers.
Keywords :
drift condition , Markov chain , random walk , Geometric transience , Algebraic transience , Skip-free chain
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications