Necessary and sufficient conditions for recurrence and transience of Markov chains, in terms of inequalities
暂无分享,去创建一个
For an aperiodic, irreducible Markov chain with the non-negative integers as state space it is shown that the existence of a solution to in which yi → ∞is necessary and sufficient for recurrence, and the existence of a bounded solution to the same inequalities, with yk < y o, · · ·, yN –1 for some k ≧ N, is necessary and sufficient for transience.
[1] Carl M. Harris,et al. A Note on Feedback Queues with Bulk Service , 1972, JACM.
[2] A. G. Pakes,et al. Some Conditions for Ergodicity and Recurrence of Markov Chains , 1969, Oper. Res..
[3] W. Feller. An Introduction to Probability Theory and Its Applications , 1959 .
[4] F. G. Foster. On the Stochastic Matrices Associated with Certain Queuing Processes , 1953 .
[5] David Siegmund,et al. Great expectations: The theory of optimal stopping , 1971 .