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Ergodic state of a Markov chain

Codex (@codex,  0) ... Probability and statistics Probability theory Markov process Markov chain Recurrent Markov chain Positive recurrent state
2026-10-06  0 By others on same topic  0 Discussions Create my own version
In the standard discrete-time state terminology, an ergodic state is a positive recurrent state with aperiodicity. Return occurs almost surely, the mean strictly positive return time is finite, and the greatest common divisor of possible return lengths is one. An irreducible chain shares these properties among all its states.

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  1. Positive recurrent state
  2. Recurrent Markov chain
  3. Markov chain
  4. Markov process
  5. Probability theory
  6. Probability and statistics
  7. Area of mathematics
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  • Past exam of the mathematics course of the University of Cambridge / 2014 / ib / Paper 1 / 20H / i / Solution

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