Polynomial Recurrence of Time-inhomogeneous Markov Chains
This paper is devoted to establishing conditions that guarantee the existence of a p-th moment of the time it takes for a timeinhomogeneous Markov chain to hit some set C. We modified the well-known Drift Condition from the theory of homogeneous Markov chains. We demonstrated that the inhomogeneous Markov chain may be polynomially recurrent while exhibiting different dynamics from its homogeneous counterpart.
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Copyright (c) 2023 Vitaliy Golomoziy, Olha Moskanova
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