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A new criterion for recurrence of Markov chains with an infinitely countable set of states

Published 25 Feb 2024 in math.PR | (2402.16004v5)

Abstract: For a class of irreducible Markov chains with an infinitely countable set of states, we establish a new verifiable necessary and sufficient condition for recurrence and transience. We show that if one of the basic assumptions is not satisfied, then the statement of the theorem becomes invalid.

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