null recurrent = zero utility? | allainews.com

April 27, 2022, 10:22 p.m. | xi'an

R-bloggers www.r-bloggers.com

The stability result that the ratio converges holds for a Harris π-null-recurrent Markov chain for all functions f,g in L¹(π) [Meyn & Tweedie, 1993, Theorem 17.3.2] is rather fascinating. However, it is unclear it can be useful in simulation environments, as for the integral priors we have been studying over the years ...

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