Abstract
In this and the next two sections we consider a M. C. {x n ,n≧0} on (Ω, ℱ, P) with the state space I forming a recurrent class. Thus for almost all ω∈Ω, the sequence {x n (ω),n≧0} contains an infinite number of every state i∈I. By discarding a set of probability zero we may and we shall assume that this is indeed true for all ω∈Ω without exception.
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© 1960 Springer-Verlag OHG. Berlin · Göttingen · Heidelberg
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Chung, K.L. (1960). Functionals and associated random variables. In: Markov Chains with Stationary Transition Probabilities. Die Grundlehren der Mathematischen Wissenschaften, vol 104. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-49686-8_14
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DOI: https://doi.org/10.1007/978-3-642-49686-8_14
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-49408-6
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