On a New Characterization of Harris Recurrence for Markov Chains and Processes
This paper shows that Harris recurrent Markov chains and processes can be characterized as the class of Markov chains and processes for which there exists a random time <i>T</i> at which the distribution of the chain or process does not depend on its initial condition. In particular, no independence...
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| Hauptverfasser: | , |
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| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
MDPI AG
2023-05-01
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| Schriftenreihe: | Mathematics |
| Schlagworte: | |
| Online-Zugang: | https://www.mdpi.com/2227-7390/11/9/2165 |
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