Created by Knut M. Synstadfrom the Noun Project

Positive Recurrent

Definition (Positive Recurrent)

A set AXA\subset \mathbb{X} is positive recurrent if Ex[τA]<, xA \begin{align*} E_{x}[\tau_{A}]&<\infty, \ \forall x\in A \end{align*} That is, not only w.p.1., the MC will return to AA regardless of where it starts within AA. It requires on average, the expected return time to be finite.

Notation

τA\tau_{A} is our first return time to the set AA.

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