Past exam of the probability course of the University of Oxford / 2017 / 3 / a / i

Table of contents
- Solution i

Solution

A transition matrix

P

defines an irreducible Markov chain if every state is accessible from every other state:

for every i, j \in S, there is n \geq 0 with (P^{n})_{ij} > 0.

Equivalently, all states belong to one communicating class. When

i \neq = j

, a positive number of steps is necessarily used.

 Ancestors (12)

 View article source

 Discussion (0) New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.

  See all articles in the same topic Create my own version