Mathematics – Probability
Scientific paper
2011-01-06
Mathematics
Probability
Scientific paper
Let $\{X_n\}$ be a Markov chain with transition probability $p_{ij}=a_{j-(i-1)^+},\forall i,j\ge 0$, where $a_j=0$ provided $j<0$, $a_0>0$, $a_0+a_1<1$ and $\sum_{n=0}^\infty a_n=1$. Let $\mu=\sum_{n=1}^\infty na_n$. It's known that $\{X_n\}$ is positive recurrent when $\mu<1$; is null recurrent when $\mu=1$; and is transient when $\mu>1$. In this paper, we shall discuss the first returning speed and the last exit speed more precisely by means of $\{a_n\}$
Wang Lei
Zhang Huizeng
Zhao MinZhi
No associations
LandOfFree
The first returning speed and the last exit speed of a type of Markov chain does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with The first returning speed and the last exit speed of a type of Markov chain, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and The first returning speed and the last exit speed of a type of Markov chain will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-398969