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- W201208029 abstract "Consider an irreducible time-homogeneous Markov chain with discrete time. The recurrence-time moments of the states of such stochastic processes are studied. We point out that if the recurrence time of one state has its first k moments finite, then the recurrence times of all the other states have their first k moments finite. We then specialize and investigate the recurrence-time moments of random walks. The main result of the paper consists of exhibiting random walks whose first k — 1 recurrence-time moments exist and whose higher moments are infinite, for k - 1, 2, …. A comparison theorem is derived that permits the moment properties of recurrence times of a large class of random walks to be determined." @default.
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- W201208029 date "2011-01-01" @default.
- W201208029 modified "2023-09-27" @default.
- W201208029 title "Recurrence-Time Moments in Random Walks" @default.
- W201208029 cites W2751862591 @default.
- W201208029 doi "https://doi.org/10.1007/978-1-4419-8339-8_10" @default.
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