=+probability that @ next occurs n steps later. Such an & is called a recurrent event. If
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=+probability that @ next occurs n steps later. Such an & is called a recurrent event. If u, is the probability that & occurs at time n, then (8.53) holds. The recurrent event d is called transient or persistent according as f < 1 or f =1, it is called aperiodic if (8.54) holds, and if f = 1, u is interpreted as the mean recurrence time.
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Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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