|
For the recurrent state, the mean recurrence time value is given by , and if is infinite then the state is null recurrent, and in case is finite then the state is positive recurrent. We must remember that , are the corresponding probabilities that state is revisited after the first, second, third, etc., transition times. In a similar line, , i.e., the sum of the probabilities that the state after starting from the state goes to state after time. So as is the first passage probability, hence mean of the first passage time is given by .
Suppose a Markov chain starts at the state and comes back to the state again, but only after time periods of and , then state is periodic, with a periodicity of (where this is the largest integer with this property). This would imply that apart from when , . A state which is not periodic is called aperiodic. Just note that for a aperiodic state the periodicity is 1. An aperiodic state which is positive recurrent is called ergodic state. Below for our own convenience we summarize the definitions for a Markov chain
|