Created by Knut M. Synstadfrom the Noun Project

Transient

Definition (Transient)

A state iSi\in S is said to be transient if starting from state ii, with a positive probability, it never will return to state ii Pi(Ti(1)<)<1P_{i}(T_{i}^{(1)}<\infty)<1or the probability of the passage back to state ii is less than one.

Lemma (Equivalent Definitions of Transience)

  1. Starting from state ii, w.p.1., it will visit ii finitely many times, Pi(Xn=i  i.o.)=0P_{i}(X_{n}=i \ \ i.o.)=0
  2. n=0(Pn)ii<\sum\limits_{n=0}^{\infty}(P^{n})_{ii}<\infty
  3. The occupation time for any state αX\alpha\in X is finite Eα[ηα]<E_{\alpha}[\eta_{\alpha}]<\infty

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