A Transience Criterion for Uniformly Bounded Markov Chains with Asymptotically Zero Mean Drift

Abstract

In this paper, we give an overview of mean drift conditions for the state-space classification of discrete-time Markov Chains and we present a new transience criterion for uniformly bounded Markov Chains with asymptotically zero drift. The criterion does not need a condition on the second-moment drifts and can be applied to certain chains for which other criteria fail.

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