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Drift vectors are not sufficient to determine recurrence of a Markov chain on ℤ3+
Published online by Cambridge University Press: 14 July 2016
Abstract
For a Markov chain in n = 2, drift vectors (conditional expected jumps) on the interior and the boundaries distinguish between recurrence and transience. The result of this paper is that the analogous proposition in the n = 3 case fails.
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- Copyright © Applied Probability Trust 1994