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Q121Section III (Statistics)121 of 180

First-return probability is bounded by return probability; recurrence forces divergence

Suppose fii(n)f_{ii}^{(n)} denotes the probability of the first return to ii in nn steps. (I) For any state ii, fii(n)≤pii(n),n≥1f_{ii}^{(n)}\le p_{ii}^{(n)}, n\ge1. (II) For any state ii, ∑n≥1pii(n)≥1\sum_{n\ge1}p_{ii}^{(n)}\ge1. (III) For a persistent state ii, ∑pii(n)≥1\sum p_{ii}^{(n)}\ge1.

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