Stochastic Processes STAT 150
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This 4 page Class Notes was uploaded by Floy Kub on Thursday October 22, 2015. The Class Notes belongs to STAT 150 at University of California - Berkeley taught by S. Evans in Fall. Since its upload, it has received 24 views. For similar materials see /class/226724/stat-150-university-of-california-berkeley in Statistics at University of California - Berkeley.
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Date Created: 10/22/15
Statistics 150 Spring 2008 February 26 2008 00 1 Classification of states Definition 11 State 2 is called persistent or recurrent if lPXn 2 for some 22 Z llXO 1 which is to say that the probability of eventual return to 2 having started from 2 is 1 If this probability is strictly less than 1 the state is called transient Let be the probability that the first visit to state j starting from 239 takes place at the nth step Define fz39j Z fijln n1 to be the probability that the chain ever visits j starting from 239 Of course j is persistent if and only if fig 1
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