On the Range of Recurrent Markov Chains
Chosid, Leo ; Isaac, Richard
Ann. Probab., Tome 6 (1978) no. 6, p. 680-687 / Harvested from Project Euclid
Let $R_n$ be the number of distinct elements among $X_0, X_1,\cdots, X_n$, where $\{X_n\}$ is an irreducible recurrent Markov chain. It is shown that, under an appropriate condition, $n^{-1}R_n \rightarrow 0$ a.s. $(P_a)$ where $a$ is any state and $P_a$ is conditional probability measure given $X_0 = a$. We prove that any recurrent random walk satisfies our condition, so that the result contains the well-known random walk case. We also give an example of an irreducible recurrent chain for which the result fails to hold.
Publié le : 1978-08-14
Classification:  Markov chain,  range,  stationary measure,  stopping time,  ergodic theorem,  60J10,  60F15
@article{1176995489,
     author = {Chosid, Leo and Isaac, Richard},
     title = {On the Range of Recurrent Markov Chains},
     journal = {Ann. Probab.},
     volume = {6},
     number = {6},
     year = {1978},
     pages = { 680-687},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176995489}
}
Chosid, Leo; Isaac, Richard. On the Range of Recurrent Markov Chains. Ann. Probab., Tome 6 (1978) no. 6, pp.  680-687. http://gdmltest.u-ga.fr/item/1176995489/