Technical Note—Mean Drifts and the Non-Ergodicity of Markov Chains
- 1 August 1983
- journal article
- Published by Institute for Operations Research and the Management Sciences (INFORMS) in Operations Research
- Vol. 31 (4) , 783-789
- https://doi.org/10.1287/opre.31.4.783
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
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