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JOURNALS // Problemy Peredachi Informatsii // Archive
Probl. Peredachi Inf., 1985 Volume 21, Issue 2, Pages 99–102 (Mi ppi988)
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Necessary and Sufficient Conditions for Recurrency of a Markov System in Terms of Liapunov Functions

V. A. Lazarev


Abstract: We prove the existence of an auxiliary function for a recurrent time-homogeneous Markov chain with a countable number of states. This function is found as the expectation of a certain function defined on trajectories of the process.

UDC: 62-507:621.395.345

Received: 21.07.1983



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