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A communicating class of a Markov chain is open when a state in the class has positive probability of transitioning to a state outside it. Once a path leaves, it cannot return to the class: a return path would make the outside state communicate with the class. Every open class consists of transient states. Conversely, a finite transient communicating class is open; an infinite closed communicating class can be transient.

Let $C$ be an open communicating class, and fix $i\in C$. There is a path of positive probability from $i$ to a state outside $C$. Choose a shortest such path, so it does not revisit $i$ before exiting. No state reached outside $C$ can have a path back to $C$: combined with the exit path and communication within $C$, such a path would put it in the same communicating class. Thus with positive probability the chain never returns to $i$. Its return probability is less than one, making $i$ a transient state. This proves transience throughout $C$.

Conversely, suppose a finite communicating class were both closed and transient. Starting inside it, a path stays there forever. Since it has finitely many states, at least one state must be visited infinitely often. But a transient state is visited only finitely often almost surely, and the union of finitely many exceptional null events still has probability zero. This is a contradiction. Every finite transient communicating class is therefore open.

For the infinite counterexample, take the biased random walk on $\mathbb{Z}$ with independent increments $+1$ of probability $3/4$ and $-1$ of probability $1/4$. All states communicate, so $\mathbb{Z}$ is one infinite closed communicating class. The strong law of large numbers gives $X_n/n\to 1/2$ almost surely. Consequently every fixed state is visited only finitely often, and the class is transient. Finiteness is exactly what fails in the preceding argument.

States $i,j\in S$ communicate when each is accessible from the other: there exist nonnegative integers $m,n$ such that $P^m(i,j)>0$ and $P^n(j,i)>0$. A communicating class is an equivalence class for this relation.

States $i$ and $j$ communicate when each is accessible from the other: there exist $m,n\ge 0$ withThis is an equivalence relation, and its equivalence classes are the communicating classes. A class is closed when no positive-probability transition leaves it.

False. On the two-state space, takeEvery positive entry of $P$ remains positive in $Q$. Under $P$, both singleton states are closed communicating classes, so neither state is a transient state. Under $Q$, however, state one eventually moves to the absorbing state two and can never return after doing so. State one is therefore transient.