If state $j$ is recurrent and the following holds can it be called as positive recurrent ?

$$\lim_{n -> \infty}\frac{1}{n}\sum_{k=1}^{n}p_{jj}^{(k)} > 0$$

I know that this a necessary condition for positive recurrence, but is it sufficient ?

  • 1
    $\begingroup$ You should probably try your question on math.stackexchange.com $\endgroup$
    – Uwe Franz
    Commented Jun 8, 2013 at 11:17
  • $\begingroup$ I tried there but have not got any answer $\endgroup$
    – aaaaaa
    Commented Jun 9, 2013 at 3:56

1 Answer 1


The answer is yes. A good version of the ergodic theorem for Markov Chains says that for any discrete Markov chain, $\frac1{n}\sum_{k=0}^{n-1} 1_{\{X_k=j\}}$ almost surely converges to $\frac{1_{T_j<+\infty}}{E^j[T_j]}$. So, by dominated convergence, the quantity that you consider converges to

$\frac{P^j(T_j<+\infty)}{E^j[T_j]}$. If the limit is positive, $E^j[T_j]<+\infty$, which is precisely positive recurrence.


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