Module 6:Random walks and related areas
  Lecture 27:Martingles
 

 

Classification of states of a Markov Chain

State  is said to be accessible from state  if from some integer ,  , where  denotes the  stage transition.
Thus diagrammatically we may denote it simply as , which means that  is accessible from state . On the other hand two states  and  which are accessible to each other are said to communicate and the way to mark it schematically is

The three characteristics which define equivalence relationship when two states communicate are

  1. Reflexcive :  Which is implied by  
  2. Symmetric : Which is denoted by  
  3. Transitive : Which means that