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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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Bibliografske podrobnosti
Principais autores: Peter Glynn, Yanlin Qu
Format: Artigo
Jezik:Inglês
Izdano: MDPI AG 2023-05-01
Serija:Mathematics
Teme:
Online dostop:https://www.mdpi.com/2227-7390/11/9/2165
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