= 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.
Back to article page