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

 

Consider the probability matrix given below which denotes the communication network between 6 nodes marked 0, 1, 2, 3, 4 and 5.

 

0

1

2

3

4

5

0

1

0

0

0

0

0

1

½

0

½

0

0

0

2

0

½

0

½

0

0

3

0

0

½

0

½

0

4

0

0

0

½

0

½

5

0

0

0

0

0

1

A careful look at the matrix would make it apparent that following are the equivalence classes

Now if we have the matrix as

 

0

1

2

3

4

5

0

0

2

0

0

0

0

1

½

0

½

0

0

0

2

0

½

0

½

0

0

3

0

0

½

0

½

0

4

0

0

0

½

0

½

5

0

0

0

0

1

0

Then we have only one equivalent class and it is easily discernible that one can reach any state from any other state.