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Equivalent Conditions for Irreducibility of Discrete Time Markov Chains

Author

Listed:
  • Cuong Le Van

    (CORE - Center of Operation Research and Econometrics [Louvain] - UCL - Université Catholique de Louvain = Catholic University of Louvain, CERMSEM - CEntre de Recherche en Mathématiques, Statistique et Économie Mathématique - UP1 - Université Paris 1 Panthéon-Sorbonne - CNRS - Centre National de la Recherche Scientifique)

  • John Stachurski

    (CORE - Center of Operation Research and Econometrics [Louvain] - UCL - Université Catholique de Louvain = Catholic University of Louvain)

Abstract

We consider discrete time Markov chains on general state space. It is shown that a certain property referred to here as nondecomposability is equivalent to irreducibility, and that a Markov chain with invariant distribution is irreducible if and only if the invariant distribution is unique and assigns positive probability to all absorbing sets.

Suggested Citation

  • Cuong Le Van & John Stachurski, 2004. "Equivalent Conditions for Irreducibility of Discrete Time Markov Chains," Post-Print halshs-03331248, HAL.
    • Handle: RePEc:hal:journl:halshs-03331248
    Note: View the original document on HAL open archive server: https://shs.hal.science/halshs-03331248
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