A state is a recurrent state if the probability of a return at some positive time, starting there, is one. It is a transient state if that return probability is less than one. It is an absorbing state if its one-step probability of remaining there is one. An absorbing state is recurrent, since every subsequent time is a return.

Ancestors (14)

  1. iii
  2. a
  3. M5
  4. M
  5. 2011
  6. Past exam of the Probability, statistics and options II course of the University of Oxford
  7. Probability, statistics and options II course of the University of Oxford
  8. Year 2 of the mathematics and statistics course of the University of Oxford
  9. Mathematics and statistics course of the University of Oxford
  10. Undergraduate course of the University of Oxford
  11. Course of the University of Oxford
  12. University of Oxford
  13. List of universities
  14. Home

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