Skip to main content
1 of 2
Did
  • 5.7k
  • 1
  • 30
  • 36

Short answer: don't.

In fact, one never shows that a state is absorbing through Borel-Cantelli lemma. Or that a state is recurrent, since this would mean using the part of Borel-Cantelli lemma where a series diverges, which needs independence, and the successive times of visits of a given state by a Markov chain are hardly independent.

Did
  • 5.7k
  • 1
  • 30
  • 36