Necessary and sufficient conditions for recurrence and transience of Markov chains, in terms of inequalities
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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 y i → ∞is necessary and sufficient for recurrence, and the existence of a bounded solution to the same inequalities, with y k y o , · · ·, y N –1 for some k ≧ N , is necessary and sufficient for transience.
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