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On a New Characterization of Harris Recurrence for Markov Chains and Processes

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This paper shows that Harris recurrent Markov chains and processes can be characterized as the class of Markov chains and processes for which there exists a random time T at… Click to show full abstract

This paper shows that Harris recurrent Markov chains and processes can be characterized as the class of Markov chains and processes for which there exists a random time T at which the distribution of the chain or process does not depend on its initial condition. In particular, no independence assumptions concerning the post-T process or T play a role in the characterization. Since Harris chains and processes are known to contain infinite sequences of regeneration times exhibiting various independence properties, it follows that the existence of this single T implies the existence of infinitely many times at which regeneration occurs.

Keywords: chains processes; markov chains; harris; new characterization

Journal Title: Mathematics
Year Published: 2023

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