4.I.9C

Markov Chains | Part IB, 2007

For a Markov chain with state space SS, define what is meant by the following:

(i) states i,jSi, j \in S communicate;

(ii) state iSi \in S is recurrent.

Prove that communication is an equivalence relation on SS and that if two states i,ji, j communicate and ii is recurrent then jj is recurrent.

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