A Note on Foster–Lyapunov Drift Condition for Recurrence of Markov Chains on General State Spaces

Lifeng Xu, Shaoyi Zhang () and Ren Zhang
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Lifeng Xu: Hubei University
Shaoyi Zhang: Hubei University
Ren Zhang: Hubei University

Journal of Theoretical Probability, 2018, vol. 31, issue 4, 1923-1928

Abstract: Abstract In this paper, we prove that the Foster–Lyapunov drift condition is necessary and sufficient for recurrence of a Markov chain on a general state space. And then an answer in the affirmative for the question presented in the monograph of Meyn and Tweedie (Markov chains and stochastic stability. Springer, Berlin, 1993, P175) is obtained.

Keywords: Markov chain; Petite set; Recurrence; Foster–Lyapunov drift condition; 60J05 (search for similar items in EconPapers)
Date: 2018
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DOI: 10.1007/s10959-017-0777-x

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