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Homework Help: Double stochastic matrix positive recurrent?

  1. Feb 13, 2017 #1
    1. The problem statement, all variables and given/known data

    When is a Markov chain with double stochastic matrix positive recurrent?

    2. Relevant equations

    Double stochastic matrix is when the sum of the column vectors, and not just the row vectors, is 1.

    3. The attempt at a solution

    I know I have to show that the expected value of the hitting time is ##E(h_N)<\infty## as ##N\rightarrow\infty##. But I don't know how to approach this since it is an infinite space. Hints or guidance greatly appreciated.

    edit, I think I got it, will edit later today
    Last edited: Feb 13, 2017
  2. jcsd
  3. Feb 20, 2017 #2
    Thanks for the thread! This is an automated courtesy bump. Sorry you aren't generating responses at the moment. Do you have any further information, come to any new conclusions or is it possible to reword the post? The more details the better.
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