Created by Knut M. Synstadfrom the Noun Project

Harris Recurrent

Definition (Harris recurrent)

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

Definition (Harris recurrent chain)

A Markov chain is called Harris recurrent if it is μ-irreducible and every set is .

Theorem (Equivalent Definition of Harris Recurrence)

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.

Linked from