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Stabilité de la récurrence nulle pour certaines chaines de Markov perturbées

Published online by Cambridge University Press:  14 July 2016

C. Cocozza-Thivent ,
C. Kipnis  and
M. Roussignol
C. Cocozza-Thivent*
Affiliation:
Université Pierre et Marie Curie
C. Kipnis*
Affiliation:
Université Pierre et Marie Curie
M. Roussignol*
Affiliation:
Université Pierre et Marie Curie
*
∗ Membres du Laboratoire de Probabilités, associé au C.N.R.S. n° 224, Université Pierre et Marie Curie, 4, Place Jussieu, Tour 56, 75230 Paris Cedex 05, France.
∗ Membres du Laboratoire de Probabilités, associé au C.N.R.S. n° 224, Université Pierre et Marie Curie, 4, Place Jussieu, Tour 56, 75230 Paris Cedex 05, France.
∗ Membres du Laboratoire de Probabilités, associé au C.N.R.S. n° 224, Université Pierre et Marie Curie, 4, Place Jussieu, Tour 56, 75230 Paris Cedex 05, France.
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Abstract

We investigate how the property of null-recurrence is preserved for Markov chains under a perturbation of the transition probability. After recalling some useful criteria in terms of the one-step transition nucleus we present two methods to determine barrier functions, one in terms of taboo potentials for the unperturbed Markov chain, and the other based on Taylor's formula.

Keywords

PERTURBATION OF MARKOV CHAINSSTABILITY OF NULL-RECURRENCEBARRIER FUNCTION
Type
Research Papers
Information
Journal of Applied Probability , Volume 20 , Issue 3 , September 1983 , pp. 482 - 504
Copyright
Copyright © Applied Probability Trust 1983 

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References

Bibliographie

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