Definition (Transient)
A state i∈S is said to be transient if starting from state i, with a positive probability, it never will return to state i Pi(Ti(1)<∞)<1or the probability of the passage back to state i is less than one.
Lemma (Equivalent Definitions of Transience)
- Starting from state i, w.p.1., it will visit i finitely many times, Pi(Xn=i i.o.)=0
- n=0∑∞(Pn)ii<∞
- The occupation time for any state α∈X is finite Eα[ηα]<∞