On the range of recurrent Markov chains

K. B. Athreya

Statistics & Probability Letters, 1985, vol. 3, issue 3, 143-145

Abstract: Let {Xn}0[infinity] be an irreducible recurrent Markov Chain on the nonnegative integers. A result of Chosid and Isaac (1978) gives a sufficient condition for n-1Rn --> 0 w.p.1. where Rn is the range of the chain. We give an alternative proof using Kingman's subadditive ergodic theorem (Kingman, 1973). Some examples are also given.

Keywords: Markov; chain; recurrence; range; subadditive; ergodic; theorem (search for similar items in EconPapers)
Date: 1985
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