Conditions for recurrence and transience of a Markov chain on \(\mathbb Z^ +\) and estimation of a geometric success probability.
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Publication:1848972
DOI10.1214/aos/1031689024zbMath1103.60315MaRDI QIDQ1848972
James P. Hobert, Jason Ross 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
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
62C15: Admissibility in statistical decision theory
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