Consider a Markov chain Xn with state space S and probability transition function p. For x E S, which of the following are equivalent to the statement that x is transient: P({T<∞ for all k ≥ 1}) = 0 O Ex [N] <∞ where N is the number of times that Xn visits x Σ1 p(n) (x,x) <∞

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Consider a Markov chain Xn with state space S and
probability transition function p. For x E S, which of
the following are equivalent to the statement that a is
transient:
P({T <∞ for all k ≥ 1}) = 0
Ex [N] <∞ where N is the number of times that Xn
visits x
Σ₁ p(n) (x,x) < 0
Transcribed Image Text:Consider a Markov chain Xn with state space S and probability transition function p. For x E S, which of the following are equivalent to the statement that a is transient: P({T <∞ for all k ≥ 1}) = 0 Ex [N] <∞ where N is the number of times that Xn visits x Σ₁ p(n) (x,x) < 0
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