We prove a new transience criterion for Markov chains on an arbitrary state space and give a corollary for real-valued chains. We show by example that in the case of a homogeneous random walk with infinite mean the proposed sufficient conditions are close to those necessary. We give a new proof of the well-known criterion for finiteness of the supremum of a random walk.
|Number of pages||14|
|Journal||Siberian Mathematical Journal|
|Publication status||Published - 2003|
- uniform integrability