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In the mathematical study of stochastic processes, a Harris chain is a Markov chain where the chain returns to a particular part of the state space an unbounded number of times.[1] Harris chains are regenerative processes and are named after Theodore Harris. The theory of Harris chains and Harris recurrence is useful for treating Markov chains on general (possibly uncountably infinite) state spaces.
- ^ Asmussen, Søren (2003). "Further Topics in Renewal Theory and Regenerative Processes". Applied Probability and Queues. Stochastic Modelling and Applied Probability. Vol. 51. pp. 186–219. doi:10.1007/0-387-21525-5_7. ISBN 978-0-387-00211-8.