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diddy_kaufen
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Homework Statement
When is a Markov chain with double stochastic matrix positive recurrent?
Homework Equations
Double stochastic matrix is when the sum of the column vectors, and not just the row vectors, is 1.
The Attempt at a Solution
I know I have to show that the expected value of the hitting time is ##E(h_N)<\infty## as ##N\rightarrow\infty##. But I don't know how to approach this since it is an infinite space. Hints or guidance greatly appreciated.
edit, I think I got it, will edit later today
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