Polynomial Recurrence of Time-inhomogeneous Markov Chains
This paper is devoted to establishing conditions that guarantee the existence of a p-th moment of the time it takes for a timeinhomogeneous Markov chain to hit some set C. We modified the well-known Drift Condition from the theory of homogeneous Markov chains. We demonstrated that the inhomogeneous...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Austrian Statistical Society
2023-08-01
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| Series: | Austrian Journal of Statistics |
| Online Access: | https://www.ajs.or.at/index.php/ajs/article/view/1752 |