Lyapunov functions Let Xn be an irreducible Markov chain with state space f0 1 2 g and let 0 be a function with limx 1 x D1, and Ex X1 x when x K Then Xn is recurrent This abstract result is often us...

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Lyapunov functions Let Xn be an irreducible Markov chain with state space f0 1 2 g and let 0 be a function with limx 1 x D1, and Ex X1 x when x K Then Xn is recurrent This abstract result is often useful for proving recurrence in many chains that come up in applications and in many cases it is enou...

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Lyapunov functions. Let Xn be an irreducible Markov chain with state space f0; 1; 2; : :

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Essentials Of Stochastic Processes