Polynomial Recurrence of Time-inhomogeneous Markov Chains

被引：0

作者：

Golomoziy, Vitaliy ^{[1
]}

Moskanova, Olha ^{[1
]}

机构：

[1] Taras Shevchenko Natl Univ Kyiv, Fac Mech & Math, Dept Probabil Theory Stat & Actuarial Math, 60 Volodymyrska St, UA-01033 City Of Kyiv, Ukraine

来源：

AUSTRIAN JOURNAL OF STATISTICS | 2023年 / 52卷

关键词：

polynomial recurrence; renewal theory; inhomogeneous Markov chain; drift condi-tion; CONVERGENCE; RATES;

D O I：

10.17713/ajs.v52iSI.1752

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper is devoted to establishing conditions that guarantee the existence of a p-th moment of the time it takes for a time-inhomogeneous Markov chain to hit some set C. We modified the well-known Drift Condition from the theory of homogeneous Markov chains. We demonstrated that the inhomogeneous Markov chain may be polynomially recurrent while exhibiting different dynamics from its homogeneous counterpart.

引用

页码：40 / 53

页数：14

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