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A Note on Foster–Lyapunov Drift Condition for Recurrence of Markov Chains on General State Spaces

Author

Listed:
  • Lifeng Xu

    (Hubei University
    Hubei Normal University)

  • Shaoyi Zhang

    (Hubei University)

  • Ren Zhang

    (Hubei University)

Abstract

In this paper, we prove that the Foster–Lyapunov drift condition is necessary and sufficient for recurrence of a Markov chain on a general state space. And then an answer in the affirmative for the question presented in the monograph of Meyn and Tweedie (Markov chains and stochastic stability. Springer, Berlin, 1993, P175) is obtained.

Suggested Citation

  • Lifeng Xu & Shaoyi Zhang & Ren Zhang, 2018. "A Note on Foster–Lyapunov Drift Condition for Recurrence of Markov Chains on General State Spaces," Journal of Theoretical Probability, Springer, vol. 31(4), pages 1923-1928, December.
    • Handle: RePEc:spr:jotpro:v:31:y:2018:i:4:d:10.1007_s10959-017-0777-x
    DOI: 10.1007/s10959-017-0777-x
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