On transience conditions for Markov chains and random walks

被引：0
|
作者：
Denisov, DK
Foss, SG
机构：
[1] Heriot-Watt University,Sobolev Institute of Mathematics, Novosibirsk
[2] Heriot-Watt University,undefined
来源：
SIBERIAN MATHEMATICAL JOURNAL | 2003年 / 44卷 / 01期
关键词：
Markov chain; martingale; transience; uniform integrability; test function; random walk;
D O I：
10.1023/A:1022008203109
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
We prove a new transience criterion for Markov chains on an arbitrary state space and give a corollary for real-valued chains. We show by example that in the case of a homogeneous random walk with infinite mean the proposed sufficient conditions are close to those necessary. We give a new proof of the well-known criterion for finiteness of the supremum of a random walk.
引用
收藏
页码：44 / 57
页数：14
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