Positive recurrent Markov chain (source code)

= Positive recurrent Markov chain

= Positive recurrence
{synonym}

= Positive recurrent
{synonym}

An <irreducible Markov chain> is <positive recurrent Markov chain>[positive recurrent] when its <mean> return times are finite. For a <nonexplosive Markov chain> on a countable <state space>, this is equivalent to the existence of a <stationary distribution> on its <communicating class>[irreducible class]. For continuous time, a return cycle includes departure and return, rather than counting immediate residence as a return.