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Harris Recurrent

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Definition
StochasticProcesses

A set AXA\subset \mathbb{X} is said to be Harris Recurrent if it is visited infinitely often almost surely, i.e. Px(ηA=)=P({ηA=}x0=x)=1P_{x}(\eta_{A}=\infty)=\mathbb{P}(\{ \eta_{A}=\infty \}\mid x_{0}=x)=1

A Markov chain is called Harris recurrent if it is Irreducible and every set is .

Pi(Ti(1)<)=1    Pi(ηi=)=1P_{i}(T_{i}^{(1)}<\infty)=1\implies P_{i}(\eta_{i}=\infty)=1i.e. our Markov chain is Harris Recurrent if starting from state ii, with probability 1, it will return to state ii.

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