The Moment of Return Time for Markov Processes on General State Space
QU Con · Chongqing Shifan Daxue xuebao. Ziran kexue ban · 2015
For discrete-time Markov chains on general state space,Meyn and Tweedie given the equivalence between the moments of return time and drift condition,and applied to regularity and ergodicity of Markov chains.In this paper,we research the moments of return time for Markov processes,given the recursive relation on the moments of return time,and obtain the minimal nonnegative solutions to the corresponding equation is the moments of return time,the equivalence between the moments of return time and drift condition of Markov processes,by the method of minimal nonnegative solutions.