Constant nonzero drift is impossible on a finite Markov chain

ID: constant-nonzero-drift-is-impossible-on-a-finite-markov-chain

For a real function on a finite state space, a state minimizing satisfies , so strictly negative drift cannot hold at every state. Equivalently, telescoping the expected value would give , contradicting boundedness of . Constant negative drift is useful before a target is reached; it must be restricted to the states outside that target.

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