E. van Doorn. (2017)cite arxiv:1712.10199Comment: 19 pages.
Abstract
We introduce the concept of asymptotic period for an irreducible and
aperiodic, discrete-time Markov chain X on a countable state space, and develop
the theory leading to its formal definition. The asymptotic period of X equals
one - its period - if X is recurrent, but may be larger than one if X is
transient; X is asymptotically aperiodic if its asymptotic period equals one.
Some sufficient conditions for asymptotic aperiodicity are presented. The
asymptotic period of a birth-death process on the nonnegative integers is
studied in detail and shown to be equal to 1, 2 or infinity. Criteria for the
occurrence of each value in terms of the 1-step transition probabilities are
established.
%0 Journal Article
%1 vandoorn2017asymptotic
%A van Doorn, Erik A.
%D 2017
%K birth-death-process
%T Asymptotic period of an aperiodic Markov chain
%U http://arxiv.org/abs/1712.10199
%X We introduce the concept of asymptotic period for an irreducible and
aperiodic, discrete-time Markov chain X on a countable state space, and develop
the theory leading to its formal definition. The asymptotic period of X equals
one - its period - if X is recurrent, but may be larger than one if X is
transient; X is asymptotically aperiodic if its asymptotic period equals one.
Some sufficient conditions for asymptotic aperiodicity are presented. The
asymptotic period of a birth-death process on the nonnegative integers is
studied in detail and shown to be equal to 1, 2 or infinity. Criteria for the
occurrence of each value in terms of the 1-step transition probabilities are
established.
@article{vandoorn2017asymptotic,
abstract = {We introduce the concept of asymptotic period for an irreducible and
aperiodic, discrete-time Markov chain X on a countable state space, and develop
the theory leading to its formal definition. The asymptotic period of X equals
one - its period - if X is recurrent, but may be larger than one if X is
transient; X is asymptotically aperiodic if its asymptotic period equals one.
Some sufficient conditions for asymptotic aperiodicity are presented. The
asymptotic period of a birth-death process on the nonnegative integers is
studied in detail and shown to be equal to 1, 2 or infinity. Criteria for the
occurrence of each value in terms of the 1-step transition probabilities are
established.},
added-at = {2018-01-02T16:41:36.000+0100},
author = {van Doorn, Erik A.},
biburl = {https://www.bibsonomy.org/bibtex/29b8f659cec59135df27f856839564579/claired},
description = {Asymptotic period of an aperiodic Markov chain},
interhash = {cb9c16ebdff5672d04879d3ada278270},
intrahash = {9b8f659cec59135df27f856839564579},
keywords = {birth-death-process},
note = {cite arxiv:1712.10199Comment: 19 pages},
timestamp = {2018-01-02T16:41:36.000+0100},
title = {Asymptotic period of an aperiodic Markov chain},
url = {http://arxiv.org/abs/1712.10199},
year = 2017
}