Criteria for geometric and algebraic transience for discrete-time Markov chains

DOI10.1007/s10959-021-01105-5zbMath1497.60100OpenAlexW3165353878MaRDI QIDQ2079159

Yong Hua Mao, Yan-Hong Song

Publication date: 29 September 2022

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-021-01105-5

zbMATH Keywords

Markov chaindrift conditionfirst return timelast exit timealgebraic transiencegeometric transience

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Transition functions, generators and resolvents (60J35)

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