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Recurrence criteria for multi-dimensional Markov chains and multi-dimensional linear birth and death processes

  • Harry Kesten (a1)

Criteria are established for a discrete-time Markov process {Xn } n≧0 in R d to have strictly positive, respectively zero, probability of escaping to infinity. These criteria are mainly in terms of the mean displacement vectors μ(y) = E{X n+1|Xn = y} – y, and are essentially such that they force a deterministic process w.p.1 to move off to infinity, respectively to return to a compact set infinitely often. As an application we determine of most two-dimensional birth and death processes with rates linearly dependent on the population, whether they can escape to infinity or not.

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Advances in Applied Probability
  • ISSN: 0001-8678
  • EISSN: 1475-6064
  • URL: /core/journals/advances-in-applied-probability
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