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

2017 ◽  
Vol 31 (4) ◽  
pp. 1923-1928
Author(s):  
Lifeng Xu ◽  
Shaoyi Zhang ◽  
Ren Zhang
Author(s):  
J. F. C. Kingman

AbstractA geometrical representation of the transition matrices of a non-homogeneous chain with N states, in terms of certain convex subsets of , is used to describe aspects of the chain. For example, an important theorem of Cohn on the structure of the tail σ-field is a simple corollary. The embedding problem is shown to be entirely geometrical in character. The representation extends to Markov processes on quite general state spaces, and the tail is then represented by the projective limit of these convex sets.


1978 ◽  
Vol 86 (1) ◽  
pp. 67-83 ◽  
Author(s):  
H. J. Engelbert

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