Technical Note—Mean Drifts and the Non-Ergodicity of Markov Chains

Linn I. Sennott, Pierre A. Humblet and Richard L. Tweedie
Additional contact information
Linn I. Sennott: Illinois State University, Normal, Illinois
Pierre A. Humblet: Massachusetts Institute of Technology, Cambridge, Massachusetts
Richard L. Tweedie: Siromath Pty., Ltd., Sydney, Australia

Operations Research, 1983, vol. 31, issue 4, 783-789

Abstract: An important question in stochastic modeling is whether or not a denumerable state Markov chain is ergodic. We extend a result of Kaplan giving a condition for the non-ergodicity of a chain based on its drifts. We also clarify the condition under which the mean drift in the stationary chain is zero.

Keywords: 567; mean; drifts; and; non-ergodicity (search for similar items in EconPapers)
Date: 1983
References: Add references at CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
http://dx.doi.org/10.1287/opre.31.4.783 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:inm:oropre:v:31:y:1983:i:4:p:783-789

Access Statistics for this article

More articles in Operations Research from INFORMS Contact information at EDIRC.
Bibliographic data for series maintained by Chris Asher ().