A key result underlying the theory of MCMC is that any $\eta$-irreducible Markov chain having a transition density with respect to $\eta$ and possessing a stationary distribution is automatically positive Harris recurrent. This paper provides a short self-contained proof of this fact.
Originalsprog
Engelsk
Udgivelsessted
Århus
Udgiver
Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet