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Proceedings of the American Mathematical Society
Proceedings of the American Mathematical Society
ISSN 1088-6826(online) ISSN 0002-9939(print)

 

Further criteria for positive Harris recurrence of Markov chains


Authors: Onésimo Hernández-Lerma and Jean B. Lasserre
Journal: Proc. Amer. Math. Soc. 129 (2001), 1521-1524
MSC (1991): Primary 60J10, 28A33; Secondary 28C15
Published electronically: October 24, 2000
MathSciNet review: 1712909
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Abstract:

We provide several necessary and sufficient conditions for a Markov chain on a general state space to be positive Harris recurrent. The conditions only concern asymptotic properties of the expected occupation measures.


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Additional Information

Onésimo Hernández-Lerma
Affiliation: Departamento de Matemáticas, CINVESTAV-IPN, Apdo. Postal 14-740, México D.F. 07000, Mexico
Email: ohernand@math.cinvestav.mx

Jean B. Lasserre
Affiliation: LAAS-CNRS, 7 Avenue du Colonel Roche, 31077 Toulouse Cédex, France
Email: lasserre@laas.fr

DOI: http://dx.doi.org/10.1090/S0002-9939-00-05672-0
PII: S 0002-9939(00)05672-0
Keywords: Probability measures, setwise convergence, Harris (Markov) chains
Received by editor(s): March 1, 1999
Received by editor(s) in revised form: August 15, 1999
Published electronically: October 24, 2000
Additional Notes: This research was partially supported by the CNRS (France)-CONACYT (México) Scientific Cooperation Program, and by the ECOS (France)-ANUIES (Mexico) Educational and Scientific Cooperation Program.
The first author’s research was also supported by CONACYT Grant 3115P-E9608.
Communicated by: Claudia Neuhauser
Article copyright: © Copyright 2000 American Mathematical Society