Polynomial Recurrence of Time-inhomogeneous Markov Chains

Abstract

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 Markov chain may be polynomially recurrent while exhibiting different dynamics from its homogeneous counterpart.