Technical Note—Mean Drifts and the Non-Ergodicity of Markov Chains
Linn I. Sennott, Pierre A. Humblet, Richard L. Tweedie
Operations Research · 1983 · Volume 31 · Issue 4
Abstract
An important question in stochastic modeling is whether or not a denumerable state Markov chain is ergodic. We extend a result of Kaplan giving a condition for the non-ergodicity of a chain based on its drifts. We also clarify the condition under which the mean drift in the stationary chain is zero.
Keywords
567 mean drifts and non-ergodicity
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