Markov Chain - Is state 2 periodic?

Click For Summary

Discussion Overview

The discussion revolves around the periodicity of state 2 in a given Markov chain defined by a specific probability transition matrix. Participants explore concepts related to irreducibility and ergodicity within the context of Markov chains.

Discussion Character

  • Technical explanation
  • Conceptual clarification
  • Debate/contested

Main Points Raised

  • Some participants assert that all states communicate, suggesting the chain is irreducible.
  • One participant claims that the non-zero probability of returning to state 2 indicates that it is non-periodic.
  • Another participant agrees that since all states are aperiodic, the chain is ergodic.
  • There is a question raised about the ergodicity of the chain, which is subsequently affirmed by a participant.

Areas of Agreement / Disagreement

Participants generally agree that the chain is irreducible and that state 2 is non-periodic. However, the discussion does not resolve whether there are any nuances or conditions affecting these claims.

Contextual Notes

Participants do not provide detailed proofs or definitions for irreducibility, periodicity, or ergodicity, leaving some assumptions and mathematical steps unresolved.

mathmari
Gold Member
MHB
Messages
4,984
Reaction score
7
Hey! :o

Given the Markov chain $\{X_n, n \geq 1\}$ and the following probability transition matrix:
$\begin{pmatrix}
0 & 1/3 & 2/3\\
1/4 & 3/4 & 0\\
2/5 & 0 & 3/5
\end{pmatrix}$

All states communicate, so the chain is irreducible, isn't?

Could you tell me if the state $2$ is periodic?
 
Physics news on Phys.org
mathmari said:
Hey! :o

Given the Markov chain $\{X_n, n \geq 1\}$ and the following probability transition matrix:
$\begin{pmatrix}
0 & 1/3 & 2/3\\
1/4 & 3/4 & 0\\
2/5 & 0 & 3/5
\end{pmatrix}$

All states communicate, so the chain is irreducible, isn't?

Could you tell me if the state $2$ is periodic?

Yes, the chain is irreducible!... the fact that $P_{2,2} \ne 0$ makes possible the return in the state 2 after any number of steps so that the state 2 is non periodic. In fact none of the states of the TM is periodic... Kind regards $\chi$ $\sigma$
 
chisigma said:
Yes, the chain is irreducible!... the fact that $P_{2,2} \ne 0$ makes possible the return in the state 2 after any number of steps so that the state 2 is non periodic. In fact none of the states of the TM is periodic... Kind regards $\chi$ $\sigma$

Ok! And is the chain ergodic?
 
mathmari said:
Ok! And is the chain ergodic?

The MC has all aperiodic states so that it is ergodic...

Kind regards

$\chi$ $\sigma$
 
chisigma said:
The MC has all aperiodic states so that it is ergodic...

Kind regards

$\chi$ $\sigma$

Ok! Thank you for your answer! :o
 

Similar threads

  • · Replies 1 ·
Replies
1
Views
2K
  • · Replies 7 ·
Replies
7
Views
2K
  • · Replies 2 ·
Replies
2
Views
2K
  • · Replies 3 ·
Replies
3
Views
2K
  • · Replies 3 ·
Replies
3
Views
2K
  • · Replies 4 ·
Replies
4
Views
5K
  • · Replies 5 ·
Replies
5
Views
1K
Replies
24
Views
4K
  • · Replies 13 ·
Replies
13
Views
3K
  • · Replies 12 ·
Replies
12
Views
17K