Communicating classes

Section of Classes, recurrence, and reversibility, part of Stochastic processes

Communicating classes

Type Section
Taught in Classes, recurrence, and reversibility
Part Stochastic processes
Questions using it 2

State j is accessible from i, written i\to j, when p_{ij}^{(n)}>0 for some n\ge 0. The case n=0 counts: every state is accessible from itself. States i and j communicate when each is accessible from the other. Communication is an equivalence relation, so it partitions S into classes. A class is closed when no transition leaves it. A chain with a single communicating class is irreducible. An absorbing state is a closed class of one state, with p_{ii}=1.

On a finite set, the states that can still reach a given closed class, and are not in it, are on their way out. They are visited only finitely often.

Used in

See also

Aperiodic Markov chain · Irreducible Markov chain · Transient and recurrent states · Recurrence and period · Finite irreducible chains · Detailed balance · Return and period · Global balance and detailed balance

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