Author:
Cocozza-Thivent C.,Kipnis C.,Roussignol M.
Abstract
We investigate how the property of null-recurrence is preserved for Markov chains under a perturbation of the transition probability. After recalling some useful criteria in terms of the one-step transition nucleus we present two methods to determine barrier functions, one in terms of taboo potentials for the unperturbed Markov chain, and the other based on Taylor's formula.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
4 articles.
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