ynotidas
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how do i show that a markov chain is irreducible?
How do i show that a markov chain is irreducible?
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Define p[r,s,t] as the probability of going from state r to state s in t periods or steps. You need to show that for every pair of states (r,s), there is an integer t such that p[r,s,t] > 0.
http://en.wikipedia.org/wiki/Markov_chain#Reducibility
http://en.wikipedia.org/wiki/Markov_chain#Reducibility
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