In nite Block - Structured Transition

نویسندگان

  • Yiqiang Q. Zhao
  • Wei Li
  • W. John Braun
چکیده

In this paper, we study Markov chains with in nite state block-structured transition matrices, whose states are partitioned into levels according to the block structure, and various associated measures. Roughly speaking, these measures involve rst passage times or expected numbers of visits to certain levels without hitting other levels; they are very important and often play a key role in the study of a Markov chain. Necessary and/or su cient conditions are obtained for a Markov chain to be positive recurrent, recurrent, or transient in terms of these measures. Results are obtained for general irreducible Markov chains as well as those with transition matrices possessing some block structure. We also discuss the decomposition or the factorization of the characteristic equations of these measures. In the scalar case, we locate the zeros of these characteristic functions and therefore use these zeros to characterize a Markov chain. Examples and various remarks are given to illustrate some of the results.

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تاریخ انتشار 1998