Abstract
In a homogeneous Markov chain, some states are visited infinitely often while others are never visited after a finite random time. These states are naturally called recurrent and transient respectively. Among the recurrent states some have the property that the mean time between successive visits to this state is finite.
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© 2017 Springer International Publishing Switzerland
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Brémaud, P. (2017). Recurrence of Markov Chains. In: Discrete Probability Models and Methods. Probability Theory and Stochastic Modelling, vol 78. Springer, Cham. https://doi.org/10.1007/978-3-319-43476-6_7
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DOI: https://doi.org/10.1007/978-3-319-43476-6_7
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Publisher Name: Springer, Cham
Print ISBN: 978-3-319-43475-9
Online ISBN: 978-3-319-43476-6
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