Conditions for recurrence and transience of a Markov chain on \(\mathbb Z^ +\) and estimation of a geometric success probability.

DOI10.1214/aos/1031689024zbMath1103.60315OpenAlexW2006667106MaRDI QIDQ1848972

James P. Hobert, Jason Ross Schweinsberg

Publication date: 14 November 2002

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aos/1031689024

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Admissibility in statistical decision theory (62C15)

Related Items (3)

Stability of the tail Markov chain and the evaluation of improper priors for an exponential rate parameter ⋮ Evaluating default priors with a generalization of Eaton's Markov chain ⋮ When is Eaton's Markov chain irreducible?

Cites Work

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• Recurrent networks and a theorem of Nash-Williams
• Criteria for the recurrence or transience of stochastic process. I
• A statistical diptych: Admissible inferences -- recurrence of symmetric Markov chains
• Admissibility in quadratically regular problems and recurrence of symmetric Markov chains: Why the connection?
• Eaton's Markov chain, its conjugate partner and \(\mathcal P\)-admissibility
• A simple criterion for transience of a reversible Markov chain

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