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Transience, Recurrence, and Harris Recurrence

  • Sorbonne Université
  • Université Paris-Nanterre

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

Abstract

Recurrence and transience properties have already been examined in Chapter 6 and 7 for atomic and discrete Markov chains. We revisit these notions for irreducible Markov chains. Some of the properties we have shown for atomic chains extend quite naturally to irreducible chains. This is in particular true of the dichotomy between recurrent and transient chains (compare Theorem 6.2.7 or Theorem 7.1.2 with Theorem 10.1.5 below).

Original languageEnglish
Title of host publicationSpringer Series in Operations Research and Financial Engineering
PublisherSpringer Nature
Pages221-239
Number of pages19
DOIs
Publication statusPublished - 1 Jan 2018

Publication series

NameSpringer Series in Operations Research and Financial Engineering
ISSN (Print)1431-8598
ISSN (Electronic)2197-1773

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