Markov chain, decomposable

2020 Mathematics Subject Classification: Primary: 60J10 Secondary: 60J27 [MSN][ZBL]

A Markov chain whose transition probabilities have the following property: There are states such that for all . Decomposability of a Markov chain is equivalent to decomposability of its matrix of transition probabilities for discrete-time Markov chains, and of its matrix of transition probability densities , , for continuous-time Markov chains. The state space of a decomposable Markov chain consists either of inessential states or of more than one class of communicating states (cf. Markov chain).

References

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