Notes for Math 450 Matlab listings for Markov chains
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چکیده
Consider a Markov chain X0, X1, X2 . . . , with transition probability matrix P and set of states S. A state j is said to be accessible from i if for some n ≥ 0 the probability of going from i to j in n steps is positive, that is, p ij ≥ 0. We write i → j to represent this. If i → j and j → i, we say that i and j communicate and denote it by i↔ j. The definition of communicating states introduces an equivalence relation on the set of states. This means, by definition, that ↔ satisfies the following properties:
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تاریخ انتشار 2007