Markov chain, periodic
From Encyclopedia of Mathematics
Revision as of 20:24, 9 March 2012 by Boris Tsirelson (talk | contribs) (MSC|60J10 Category:Markov chains)
2020 Mathematics Subject Classification: Primary: 60J10 [MSN][ZBL]
A non-decomposable homogeneous Markov chain 
, 
in which each state 
has period larger than 1, that is,
 |
In a non-decomposable Markov chain (cf. Markov chain, non-decomposable) all states have the same period. If 
, then the Markov chain is called aperiodic.
Comments
Cf. also Markov chain and Markov chain, decomposable for references.
How to Cite This Entry:
Markov chain, periodic. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Markov_chain,_periodic&oldid=11752
Markov chain, periodic. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Markov_chain,_periodic&oldid=11752
This article was adapted from an original article by V.P. Chistyakov (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article