Conditions for recurrence and transience of a Markov chain on Z^ + and estimation of a geometric success probability.

DOI10.1214/AOS/1031689024MaRDI QIDQ1848972zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Admissibility in statistical decision theory (62C15)

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• scientific article; zbMATH DE number 1418385 (Why is no real title available?)
• A simple criterion for transience of a reversible Markov chain
• A statistical diptych: Admissible inferences -- recurrence of symmetric Markov chains
• Admissibility in quadratically regular problems and recurrence of symmetric Markov chains: Why the connection?
• Criteria for the recurrence or transience of stochastic process. I
• Eaton's Markov chain, its conjugate partner and \(\mathcal P\)-admissibility
• Recurrent networks and a theorem of Nash-Williams

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(4)

• When is Eaton's Markov chain irreducible?
• Evaluating default priors with a generalization of Eaton's Markov chain
• Recurrence and transience of a Markov chain on \(\mathbb{Z}^+\) and evaluation of prior distributions for a Poisson mean
• Stability of the tail Markov chain and the evaluation of improper priors for an exponential rate parameter

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