Accessible state of a Markov chain
ID: accessible-state-of-a-markov-chain
For a finite, time-homogeneous Discrete-time Markov chain, state is accessible from when some finite path of positive transition probabilities leads from to . Equivalently, for some , allowing a zero-step path when . Accessibility is reflexive and transitive; communicating states require accessibility in both directions. See Ward Whitt's lecture notes of September 24, 2013, classification of states. In the closed-cycle example in communicating class, despite , because ; fails at every step count.
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