ABSTRACT

Recall from Section 1.9.1.1 that an irreducible or recurrent Markov chain is one in which all the states communicate. Therefore, all states in an irreducible chain are recurrent states. An irreducible chain has no transient states. A Markov chain is termed a regular chain if some power of the transition matrix has only positive elements. A regular Markov chain is irreducible and aperiodic. Regular chains with a fi nite number of states are the subject of this chapter.