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math.PR2017★ 3 cited
Yaglom limits can depend on the starting state
R. D. Foley, D. R. McDonald
We construct a simple example, surely known to Harry Kesten, of an R-transient Markov chain on a countable state space S with cemetery state delta. The transition matrix K on S is…
math.PR2017
Yaglom limits for R-transient chains with non-trivial Martin boundary
Robert Foley, David McDonald
We give conditions for the existence of a Yaglom limit for R-transient Markov chains with non-trivial rho-Martin entrance boundary (rho=1/R) and we characterize the rho-invariant l…