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State in a Markov chain is persistent if there are an infinite number of visits to it

  1. Jun 27, 2011 #1
    In a Markov chain, show that a state i is persistent if and only if the mean number of visits to the state i is infinite given the chain started in state i.

    I thought about looking at the mean recurrence time, but that's all I have so far.
     
  2. jcsd
  3. Jun 27, 2011 #2

    lanedance

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    Re: State in a Markov chain is persistent if there are an infinite number of visits t

    start with the definition of persistent
     
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