Accessible state of a Markov chain 2026-10-14
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.
Past exam of the mathematics course of the University of Cambridge 2007 ib Paper 4 9C i Solution Created 2026-09-24 Updated 2026-10-14
For a time-homogeneous Markov chain with transition matrix , two states are communicating states when each can be reached from the other with positive probability in finitely many steps:The convention includes communication of a state with itself.
Past exam of the mathematics course of the University of Cambridge 2019 ib Paper 3 9H a Solution Created 2026-09-24 Updated 2026-09-29
States communicate when each is accessible from the other: there exist nonnegative integers such that and . A communicating class is an equivalence class for this relation.