Timeline for Borel-Cantelli Lemma on MCs (absorbing states)
Current License: CC BY-SA 2.5
5 events
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Feb 7, 2011 at 9:23 | comment | added | sigma_z_1980 | I recon what he means is that the state is recurrent if the sum of probabilites of visiting it diverges (BCL). Essentially this is a definition of recurrence vs transience (converges) | |
Feb 7, 2011 at 9:23 | comment | added | Did | @sigma: Absorbing states can be visited with probability less than one. | |
Feb 7, 2011 at 9:20 | comment | added | Did | @Daniel: You write that BCL is a test for recurrence. Any example? | |
Feb 7, 2011 at 9:20 | comment | added | sigma_z_1980 | Absorbing states are a subset of recurrent, not 'tend to'. They are an extreme form of them, if you want. But since the MC (e.g. discrete) is run for infinity, an absorbing state becomes visited a.a., which is a problem - BCL doesn't apply. | |
Feb 7, 2011 at 9:09 | history | answered | Daniel Parry | CC BY-SA 2.5 |