Further criteria for positive Harris recurrence of Markov chains (Q2701652)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Further criteria for positive Harris recurrence of Markov chains |
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Further criteria for positive Harris recurrence of Markov chains (English)
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19 February 2001
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probability measures
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setwise convergence
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Harris (Markov) chain
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The authors give several necessary and sufficient conditions for a Markov chain on a general state space \((X,\mathcal{B})\) to be positive Harris recurrent. These conditions involve only the asymptotic behavior of the sequence of expected occupation measures \(S^{(n)}(x, B):= n^{-1} \sum_{t=1}^n P^t(x,B)\), where \(P^t\) is the \(t\)-step transition kernel. The main result says that the chain is positive Harris recurrent if and only if for each \(B\in \mathcal{B}\) there exists \(a_B\geq 0\) such that \(S^{(n)}(x,B)\to a_B\) for each \(x\in X\).
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