Abstract
The standard Foster-Lyapunov approach to establishing recurrence and ergodicity of Markov chains requires that the one-step mean drift of the chain be negative outside some appropriately finite set. Malyshev and Men'sikov developed a refinement of this approach for countable state space chains, allowing the drift to be negative after a number of steps depending on the starting state. We show that these countable space results are special cases of those in the wider context of
Citation
Sean P. Meyn. R. L. Tweedie. "State-Dependent Criteria for Convergence of Markov Chains." Ann. Appl. Probab. 4 (1) 149 - 168, February, 1994. https://doi.org/10.1214/aoap/1177005204
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