Discrete-time Markov chain: Difference between revisions

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m Maximal set is a (now redirect) page about an unrelated concept in computability theory
 
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:<math> \Pr(X_{n_{ij}}=j \mid X_0=i) = p_{ij}^{(n_{ij})} > 0.</math>
 
A state ''i'' is said to communicate with state ''j'' (written ''i''&nbsp;↔&nbsp;''j'') if both ''i''&nbsp;→&nbsp;''j'' and ''j''&nbsp;→&nbsp;''i''. A communicating class is a [[maximal set]] of states ''C'' such that every pair of states in ''C'' communicates with each other. Communication is an [[equivalence relation]], and communicating classes are the [[equivalence class]]es of this relation.<ref name="PRS"/>
 
A communicating class is closed if the probability of leaving the class is zero, namely if ''i'' is in ''C'' but ''j'' is not, then ''j'' is not accessible from&nbsp;''i''.<ref name="PRS"/> The set of communicating classes forms a [[directed acyclic graph|directed, acyclic graph]] by inheriting the arrows from the original state space. A communicating class is closed if and only if it has no outgoing arrows in this graph.