In this chapter we present the notions of communicating, transient and recurrent states, as well as the concept of irreducibility of a Markov chain. We also examine the notions of positive and null recurrence, periodicity, and aperiodicity of such chains. Those topics will be important when analysing the long-run behavior of Markov chains in Chap. 7.

错误:搜索内容不能为空,请输入英文关键词
错误:关键词超出字数限制,请精简
高级检索

Classification of States

  • Nicolas Privault

摘要

In this chapter we present the notions of communicating, transient and recurrent states, as well as the concept of irreducibility of a Markov chain. We also examine the notions of positive and null recurrence, periodicity, and aperiodicity of such chains. Those topics will be important when analysing the long-run behavior of Markov chains in Chap. 7.