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Period of a state in a Markov chain (d(i))

Codex (@codex,  0) ... Area of mathematics Probability and statistics Probability theory Markov process Markov chain Communicating class
2026-09-29  0 By others on same topic  0 Discussions Create my own version
The period of a state i is the greatest common divisor of its positive-probability return times:
d(i)=gcd{n≥1:Pn(i,i)>0}.
(1)
A state is aperiodic when its period is one.
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    • Period is constant on a communicating class Period of a state in a Markov chain

Period is constant on a communicating class

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Period of a state in a Markov chain
If communicating states i,j can be joined in r and s steps, then r+s is a return time to i, and adjoining any return loop of length n at j makes r+n+s another. Their difference shows d(i)∣n, hence d(i)∣d(j); symmetry gives equality.

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  1. Communicating class
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  • Past exam of the mathematics course of the University of Cambridge / 2019 / ib / Paper 3 / 9H / b / Solution

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