Classification of Markov chains.
Definition (Homogeneous Markov chain)
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Definition (Regular Markov chain)
A Markov chain is called a regular markov chain if its tpm is regular.
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Consider P= | 0 05 0.5], then P? = ]0.30 0.45 0.25] Therefore P is regular.
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Consider P=] 0 1 0|,thenP?=|0 1 0],P=| 0 1 0
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Since P, P?, P® have zeros at identical places, therefore P is not regular.
Oat ecgDefinition (Irreducible (ergodic) and reducible Markov chains)
A Markov chain is said to be irreducible or ergodic Markov chain when pi? Se ee Rae}
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Note- (i) In an irreducible Markov chain, every state can be reached from every other state in finite
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(ii) If a Markov chain is irreducible, then all the states are recurrent.
(iii) A Markov chain may be ergodic but not regular.
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le ae 0 0.5 0.5], then P? = 30 0.45 0.25] Therefore P is irreducible.
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Therefore we see that all even powers of P have zeros at identical places and all odd powers of P have
zeros at identical places. Therefore P is not regular. But P is ergodic as every state can be reached
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Three boys A, B and C are throwing a ball to each other. A always throws the ball to B and B always
throws ball to C, but C is just as likely to throw the ball to B as to A. Find the tpm and show that
(i) the Markov chain is irreducible and regular. and (ii) all the states are aperiodic
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(i) Since pQ)
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(ii) Since pS > 0, pQ) > 0, py) > 0,
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Soln. Let P= ]1/2 0 1/2
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Since p\") > 0 for n = 2,3,4,...Therefore the period d; = ged {2,3,4,...} = 1 ie. all the states are
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