Conditions for recurrence and transience of a Markov chain on Z^ + and estimation of a geometric success probability.
DOI10.1214/AOS/1031689024zbMATH Open1103.60315OpenAlexW2006667106MaRDI QIDQ1848972FDOQ1848972
Authors: James P. Hobert, Jason Schweinsberg 
Publication date: 14 November 2002
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aos/1031689024
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Cites Work
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- Criteria for the recurrence or transience of stochastic process. I
- A simple criterion for transience of a reversible Markov chain
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- Recurrent networks and a theorem of Nash-Williams
- A statistical diptych: Admissible inferences -- recurrence of symmetric Markov chains
- Admissibility in quadratically regular problems and recurrence of symmetric Markov chains: Why the connection?
- Eaton's Markov chain, its conjugate partner and \(\mathcal P\)-admissibility
Cited In (4)
- Evaluating default priors with a generalization of Eaton's Markov chain
- Stability of the tail Markov chain and the evaluation of improper priors for an exponential rate parameter
- When is Eaton's Markov chain irreducible?
- Recurrence and transience of a Markov chain on \(\mathbb{Z}^+\) and evaluation of prior distributions for a Poisson mean
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