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

页码：44 / 57

页数：14

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