Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2015/iii/paper-37/5/a/solution
Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 37 5 a Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-06
Let be the transition kernel of the Markov chain. It is phi-irreducible if there is a nonzero sigma-finite measure such that, for every measurable and every starting state ,Equivalently, there is positive probability of eventually reaching every set of positive reference measure. For a finite state space with counting measure, this becomes ordinary irreducible Markov chain accessibility. On a continuous space, requiring access to each individual point would usually be inappropriate; positive-measure sets play that role. Irreducibility requires positive probability, rather than probability one, and does not itself assert recurrence or a finite mean return time.
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