=+ (b) Take k = i. Show that f .; > 0 if and only if P[X,
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(b) Take k = i. Show that f .; > 0 if and only if P[X, +i ,..., X ,- +i, X„ =j]>0 for some n, and conclude that i is transient if and only if f .; < 1 for some j + i such that f ,, > 0.
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Related Book For
Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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