Recurrence. 1 Definitions and main statements



Similar documents
1 Example 1: Axis-aligned rectangles

BERNSTEIN POLYNOMIALS

8.5 UNITARY AND HERMITIAN MATRICES. The conjugate transpose of a complex matrix A, denoted by A*, is given by

Luby s Alg. for Maximal Independent Sets using Pairwise Independence

Extending Probabilistic Dynamic Epistemic Logic

Support Vector Machines

Lecture 3: Force of Interest, Real Interest Rate, Annuity

n + d + q = 24 and.05n +.1d +.25q = 2 { n + d + q = 24 (3) n + 2d + 5q = 40 (2)

PSYCHOLOGICAL RESEARCH (PYC 304-C) Lecture 12

Module 2 LOSSLESS IMAGE COMPRESSION SYSTEMS. Version 2 ECE IIT, Kharagpur

v a 1 b 1 i, a 2 b 2 i,..., a n b n i.

PERRON FROBENIUS THEOREM

benefit is 2, paid if the policyholder dies within the year, and probability of death within the year is ).

The OC Curve of Attribute Acceptance Plans

Product-Form Stationary Distributions for Deficiency Zero Chemical Reaction Networks

A Probabilistic Theory of Coherence

8 Algorithm for Binary Searching in Trees

What is Candidate Sampling

Lecture 3: Annuity. Study annuities whose payments form a geometric progression or a arithmetic progression.

1. Fundamentals of probability theory 2. Emergence of communication traffic 3. Stochastic & Markovian Processes (SP & MP)

NON-CONSTANT SUM RED-AND-BLACK GAMES WITH BET-DEPENDENT WIN PROBABILITY FUNCTION LAURA PONTIGGIA, University of the Sciences in Philadelphia

Pricing Overage and Underage Penalties for Inventory with Continuous Replenishment and Compound Renewal Demand via Martingale Methods

Solution: Let i = 10% and d = 5%. By definition, the respective forces of interest on funds A and B are. i 1 + it. S A (t) = d (1 dt) 2 1. = d 1 dt.

Embedding lattices in the Kleene degrees

Answer: A). There is a flatter IS curve in the high MPC economy. Original LM LM after increase in M. IS curve for low MPC economy

An Alternative Way to Measure Private Equity Performance

This circuit than can be reduced to a planar circuit

REGULAR MULTILINEAR OPERATORS ON C(K) SPACES

Using Series to Analyze Financial Situations: Present Value

Implied (risk neutral) probabilities, betting odds and prediction markets

Loop Parallelization

The Power of Slightly More than One Sample in Randomized Load Balancing

On Lockett pairs and Lockett conjecture for π-soluble Fitting classes

1 What is a conservation law?

CALL ADMISSION CONTROL IN WIRELESS MULTIMEDIA NETWORKS

THE DISTRIBUTION OF LOAN PORTFOLIO VALUE * Oldrich Alfons Vasicek

Addendum to: Importing Skill-Biased Technology

How To Assemble The Tangent Spaces Of A Manfold Nto A Coherent Whole

Generalizing the degree sequence problem

Stochastic epidemic models revisited: Analysis of some continuous performance measures

Causal, Explanatory Forecasting. Analysis. Regression Analysis. Simple Linear Regression. Which is Independent? Forecasting

Calculation of Sampling Weights

Section 2 Introduction to Statistical Mechanics

On the Approximation Error of Mean-Field Models

An Overview of Financial Mathematics

Introduction to Statistical Physics (2SP)

An Interest-Oriented Network Evolution Mechanism for Online Communities

Level Annuities with Payments Less Frequent than Each Interest Period

Simple Interest Loans (Section 5.1) :

Joe Pimbley, unpublished, Yield Curve Calculations

Finite Math Chapter 10: Study Guide and Solution to Problems

7.5. Present Value of an Annuity. Investigate


OPTIMAL INVESTMENT POLICIES FOR THE HORSE RACE MODEL. Thomas S. Ferguson and C. Zachary Gilstein UCLA and Bell Communications May 1985, revised 2004

RELIABILITY, RISK AND AVAILABILITY ANLYSIS OF A CONTAINER GANTRY CRANE ABSTRACT

Efficient Project Portfolio as a tool for Enterprise Risk Management

Cautiousness and Measuring An Investor s Tendency to Buy Options

Linear Circuits Analysis. Superposition, Thevenin /Norton Equivalent circuits

THE METHOD OF LEAST SQUARES THE METHOD OF LEAST SQUARES

J. Parallel Distrib. Comput.

Problem Set 3. a) We are asked how people will react, if the interest rate i on bonds is negative.

General Auction Mechanism for Search Advertising

1. Measuring association using correlation and regression

Analysis of Energy-Conserving Access Protocols for Wireless Identification Networks

Stability, observer design and control of networks using Lyapunov methods

In our example i = r/12 =.0825/12 At the end of the first month after your payment is received your amount in the account, the balance, is

Multiple stage amplifiers

Risk-based Fatigue Estimate of Deep Water Risers -- Course Project for EM388F: Fracture Mechanics, Spring 2008

Abstract. 260 Business Intelligence Journal July IDENTIFICATION OF DEMAND THROUGH STATISTICAL DISTRIBUTION MODELING FOR IMPROVED DEMAND FORECASTING

How Sets of Coherent Probabilities May Serve as Models for Degrees of Incoherence

The Stock Market Game and the Kelly-Nash Equilibrium

Section 5.4 Annuities, Present Value, and Amortization

Hedging Interest-Rate Risk with Duration

Quantization Effects in Digital Filters

) of the Cell class is created containing information about events associated with the cell. Events are added to the Cell instance

Optimal outpatient appointment scheduling

Lecture 2: Single Layer Perceptrons Kevin Swingler

21 Vectors: The Cross Product & Torque

Institute of Informatics, Faculty of Business and Management, Brno University of Technology,Czech Republic

How To Understand The Results Of The German Meris Cloud And Water Vapour Product

Mean Molecular Weight

Consider a 1-D stationary state diffusion-type equation, which we will call the generalized diffusion equation from now on:

Logistic Regression. Lecture 4: More classifiers and classes. Logistic regression. Adaboost. Optimization. Multiple class classification

Efficient Reinforcement Learning in Factored MDPs

Production. 2. Y is closed A set is closed if it contains its boundary. We need this for the solution existence in the profit maximization problem.

A hybrid global optimization algorithm based on parallel chaos optimization and outlook algorithm

Rotation and Conservation of Angular Momentum

1. Math 210 Finite Mathematics

Implementation of Deutsch's Algorithm Using Mathcad

HÜCKEL MOLECULAR ORBITAL THEORY

Transcription:

Recurrence 1 Defntons and man statements Let X n, n = 0, 1, 2,... be a MC wth the state space S = (1, 2,...), transton probabltes p j = P {X n+1 = j X n = }, and the transton matrx P = (p j ),j S def. Defnton 1.1 A state S s sad to be recurrent f P {X n = for some n 1 X 0 = } = 1. In words: S s recurrent f the probablty that the MC startng from wll return to s 1. A state s sad to be transent f t s non-recurrent. In other words, s sad to be transent f the probablty that the Markov chan startng from wll never to return to s strctly postve. As usual, we would lke to be able to tell whether or not a MC s recurrent n terms of propertes of transton probabltes of ths chan. Remember that def j = P {X n = j X 0 = } and that these probabltes can be found, at least n prncple, n terms of P, namely ( j ) = Pn. Theorem 1.2 A state S s recurrent f and only f =. (1) Defnton 1.3 We say that the MC X n s recurrent f all states of ths MC are recurrent. Theorem 1.2 wll be proved n the next secton. But we start wth two examples of concrete Markov chans for whch ths theorem allows one to establsh recurrence or transence (whchever s approprate). Example 1. Let X n be a fnte regular MC. Then ths chan s recurrent. Indeed, snce regular chans have the property that lm n k = w > 0, t follows that p(n) j =. A dfferent and, n a sense, much more natural proof of ths statement wll be gven n Secton 3. Example 2. To defne a smple one-dmensonal random walk magne a partcle movng along a one-dmensonal lattce Z = {... 2, 1, 0, 1, 2,...}. The partcle s observed at equdstant tme moments n = 0, 1, 2... Let X n be the coordnate of the partcle at tme n. If at tme n the partcle s at ste k, then at tme n + 1 t wll 1

jump to the rght wth probablty p or to the left wth probablty q def = 1 p and the of length of the jump s one; by defnton, each next move of the partcle does not depend on the hstory of ts movements (or, one could say, on ts past postons). It s the clear that the sequence X n forms a MC wth transton probabltes P {X n+1 = k + 1 X n = k} = p, P {X n+1 = k 1 X n = k} = q. We shall suppose that X 0 = 0. Remark. Note that ths MC has an nfnte state space - the set of all nteger numbers. In the context of the theory of random walks, t s common to call ths space state the one-dmensonal lattce. Statement. The state 0 s recurrent f p = q = 1 and s transent f p q. 2 To see ths, note frst that we can compute the probabltes of return to 0 explctly. Namely, the frst and easy remark s that p (2n+1) 00 = 0 because the random walk has to make an even number of steps n order to return to the startng pont. Next, p (2n) 00 = ( 2n n )p n q n (prove ths or see the explanaton gven n the lecture). The Statement wll follow f we show that the seres ( ) 2n j p n q n n converges when p q and dverges when p = q = 0.5. The case p q s smple because the rato test can be appled. Namely, t s easy to check that ( 2n+2 ) p n+1 q n+1 lm n n+1 2(2n + 1)pq ( 2n ) = lm = 4pq < 1 f p q. pn q n n n n + 1 (We use here the nequalty p(1 p) < 1 f p 0.5). Hence the seres converges and 4 the random walk s transent. The rato test does not work when p = q = 0.5 because then 4pq = 1. We shall prove that n ths case the seres dverges usng the famous Strlng s formula: n! 2πnn n e n. You can check that ths formula mples ( ) p (2n) 2n 00 = p n q n = (2n)! n (n!) 2 pn q n (4pq)n. πn When p = q = 0.5 we obtan p (2n) 00 1 πn. The seres thus dverges whch, accordng to the above theorem, mples the recurrence of the random walk. Remark. We say that a n b n f lm n a n bn = 1. 2 Proof of Theorem 1.2 In order to prove the theorem we need to ntroduce the followng random varable: R = the tme of the frst return to. (2) 2

The probablty mass functon of R shall be denoted f (n), n 1. Obvously, f (n) = P {R = n X 0 = } = P {X n =, X k for k = 1,..., n 1 X 0 = }. (3) Clearly f (1) p (k) = p. All other probabltes f (n) because of the followng Lemma 2.1 For n 1 can be calculated recursvely terms of = f (1) p (n 1) + f (2) Indeed, f (4) holds then f (n) p (n 2) = (f (1) p (n 1) + f (2) +... + f (n 1) p (1) + f (n) p (n 2) n +... + f (n 1) p (1) ) n 1 p(n) f (k) p (n k). (4) f (k) p (n k) and hence we can calculate f (2) usng f (1), then we can calculate f (3) usng f (1), and so on. f (2) Proof of Lemma 2.1. The event {X n = } can take place only together wth one of mutually exclusve events {R = k}, k = 1, 2,..., n. Hence, by the Total Probablty Law, But P {X n = X 0 = } = = n P {R = k X 0 = }P {X n = R = k, X 0 = } n f (k) P {X n = R = k, X 0 = }. P {X n = R = k, X 0 = } =P {X n = X k =, X l when 1 l k 1, X 0 = } =P {X n = X k = }} = p (n k), where the last equalty follows from the Markov property. The Lemma s proved. Next, set β def = =1 f (n). Obvously, β = P {X n = for at least one n 1 X 0 = } P { MC startng at would return to }. We can now say that the state S s recurrent f and only f β = 1 and Theorem 1.2 can be stated as follows: Theorem 2.2 and = f and only f β = 1 (5) 3

or, equvalently, < f and only f β < 1 (6) Proof of Theorem 2.2. Suppose frst that U def = p(n) < ; we shall now prove that then β < 1. To ths end, let us wrte equatons (4) as follows: p (1) =f (1) p (2) =f (1) p (1) + f (2) p (3) =f (1) p (2) + f (2) p (1) + f (3). =f (1) p (n 1) + f (2) p (n 2) +... + f (n 1) p (1) + f (n) (7) Defne U N def = N p(n). Let us add up the frst N equatons n (7). We obtan U N = f (1) (1 + U N 1 ) + f (2) (1 + U N 2 ) +... + f (N 1) (1 + U 1 ) + f (N). (8) Snce lm N U N = U <, we can pass to the lmt n (8) and obtan U = f (1) (1 + U) + f (2) (1 + U) +... + f (n) (1 + U) +... = β (1 + U). (9) Hence β = U 1 + U < 1 (10) (whch means that the random walk s transent). Let us now consder the case U = whch by defnton means that lm N U N =. We shall agan make use of (8). Namely, let us replace all the factors of the form 1 + U n n the rght hand sde of (8) by 1 + U N. Snce 1 + U n 1 + U N for all n N, we obtan: U N f (1) (1 + U N ) + f (2) (1 + U N ) +... + f (N 1) (1 + U N ) + f (N) (1 + U N ) =(f (1) + f (2) +... + f (N) )(1 + U N ) β (1 + U N ), (11) where the last step s due to the fact that β = and therefore β lm N β U N 1 + U N U N 1 + U N = lm N f (n). Hence 1 1 U N + 1 = 1. But β 1 because ths number s probablty of some event. Hence β = 1 whch means that the random walk s recurrent. Theorem 2.2 s proved and thus also Theorem 1.2 s proved.. 4

3 Recurrence and communcaton classes Let, as n secton 2, X n be a MC wth a state space S (S may be an nfnte set). Defnton 3.1 We say that two states, j S ntercommuncate f there are k 1 and l 1 such that p (k) j > 0 and p (l) j > 0. In other words the states and j ntercommuncate f the two probabltes, to reach j startng from and to reach startng from j, are strctly postve. We shall rght j nstead of sayng ntercommuncates wth j. By conventon,. Note next that f j and j k then k (explan ths statement!). Defnton 3.2 We say that a subset C S forms a communcaton class f any, j C ntercommuncate wth each other. Each state S belongs to exactly one communcaton class, namely the one formed by all states from S whch ntercommuncate wth (and therefore also ntercommuncate wth each other). Hence the state space can be parttoned nto (non-ntersectng) communcaton classes. If we call them C 1, C 2,... then S = C 1 C 2... C k, wth C C j = f j. Remarks. 1. If S s a fnte set then of course the number of communcaton classes s fnte. If S s an nfnte set the number of communcaton classes can be nfnte too; However, we shall not consder such chans. 2. A communcaton class may conssts of just one state; for nstance, ths happens f s an absorbng state or f cannot be reached from any other state. 3. In the lterature communcaton classes are often called equvalence classes. They ndeed are equvalence classes wth respect to the ntercommuncaton property. Let us frst consder the smplest case, k = 1, and thus S = C 1. Snce all states ntercommuncate wth each other ths smply means that the Markov chan s rreducble. (Remember the defnton of an rreducble Markov chan!) Next, let k = 2, that s S = C 1 C 2. Then there are two further possbltes: (a) No state from from C 2 can be reached from any state from C 1 and vse versa, no state from C 1 can be reached from any state from C 2. (b) No state from C 2 can be reached from any state from C 1, but some sates from C 1 can be reached from some states from C 2 (formally, there s a thrd possblty whch n fact s the same as the second one; what s t?). Exercses. 1. Consder Markov chans wth transton matrces 0.3 0 0.7 0 0 0.1 0.2 0.3 0.1 0.3 0.4 0 0.6 0 0 0.5 0.1 0.2 0.2 0 0.2 0.2 0.2 0.2 0.2 and 5 0.7 0 0.3 0 0 0 0.2 0 0.5 0.3 0.5 0 0.5 0 0 0 0.8 0 0.2 0 0 0.3 0 0.4 0.3 (12)

What are the communcaton classes of these chans? Whch of the two cases (a) and (b) lsted above descrbe the behavor of each chan? 2. Suppose that S = C 1 C 2 C 3. What are the dfferent types of behavour, n terms of communcatons between the classes, whch one may observe? We shall now prove a smple but mportant theorem whch, as wll be seen, descrbes the recurrence propertes of communcatons classes. Theorem 3.3 If and j are ntercommuncatng states and s recurrent then j s recurrent. Proof. Snce and j ntercommuncate, there s a k such that p (k) j such that p (l) j > 0. But then p (k+n+l) jj p (l) j p(n) p (k) j. > 0 and and an l Ths nequalty holds because one of the possbltes to reach j startng from j n k + n + l transtons would be to frst reach n l transtons (wth probablty p (l) then to return to after n transtons (wth probablty ) and fnally to reach j from n k transtons (wth probablty p (k) j ). Hence jj p (k+n+l) jj p (l) j p(k) j because s recurrent and ths means that p(n) = j ), =. Theorem 3.3 s proved. Obvously, Theorem 3.3 mples that both recurrence and transence are propertes of a communcaton class: ether all states n the class are recurrent or all of them are transent. Examples. 1. Consder a fnte rreducble Markov chan. It follows from Theorem 3.3 that t s recurrent. Indeed, snce S t s a fnte set, there must be at least one state whch s vsted by the chan nfntely many tmes as n and hence s recurrent. But ths state ntercommuncates wth all other states. Hence the chan s recurrent. In partcular, every fnte regular Markov chan s recurrent (because regularty mples rreducblty). In example 1, Secton 1, the exstence of a more natural prof of recurrence was mentoned. So, here t s. 2. Consder the one-dmensonal random walk dscussed n Secton 1. Snce 0 ntercommuncates wth each state of the lattce, we conclude that all states are recurrent f p = q = 1 and are transent otherwse. 2 Exercse. For each of the two Marcov chans whose transton matrces are gven by (12) establsh whch states are recurrent and whch are transent? 6