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Transient, recurrent states, and irreducible, closed sets in the Markov chains. PART 1
Автор: Math and Tattoos
Загружено: 2017-02-20
Просмотров: 77615
Описание:
Consider the following transition matrices. Identify the transient and recurrent states, and the irreducible closed sets in the Markov chains. Give reasons for your answers.
A set C is called irreducible if whenever i,j∈C, i communicates with j.
A set C is closed if it is impossible to get out.
If C is a finite closed and irreducible set, then all states in C are recurrent.
If state A goes to state B but state B doesn't go to state A then state A is transient.
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