Recurrence characterized by constant nonnegative superharmonic functions (source code)

= Recurrence characterized by constant nonnegative superharmonic functions

An <irreducible Markov chain>[irreducible] <Markov chain> is <recurrent Markov chain>[recurrent] exactly when every <nonnegative superharmonic function for a Markov chain> is constant. In the <recurrent Markov chain>[recurrent] case, absorb the chain at $j$. The inequality $g_i\ge(\widetilde P^{\,n}g)_i\ge g_j\mathbb P_i(\tau_j\le n)$ and almost-sure hitting give $g_i\ge g_j$; exchange $i,j$. In the <transient Markov chain>[transient] case, the <hitting probability> of a state $j$ is one there and satisfies the superharmonic inequality, but its one-step average at $j$ is the strictly smaller return <Probability>. It is a nonconstant example.