TRANSIENCE AND

RECURRENT STATES
Name : D . Yeshwanth Kumar
Roll No : 22B81A0564
Branch : CSE-A
 Introduction
A stochastic process contains states that may be either
transient or recurrent; transience and recurrence describe
the likelihood of a process beginning in some state of
returning to that particular state. There is some possibility
(a nonzero probability) that a process beginning in
a transient state will never return to that state. There is a
guarantee that a process beginning in
a recurrent state will return to that state.
Transience and recurrence issues are central to the study
of Markov chains and help describe the Markov chain's
overall structure. The presence of many transient states
may suggest that the Markov chain is absorbing, and
a strong form of recurrence is necessary in an ergodic
Markov chain.

20XX presentation title 2

• Consider a Markov chain {Xn : n ∈ N0} on state space E with
transition matrix P.
• Definition 2.7.1. A state i ∈ E is called recurrent if Pi [Xn = i for
infinitely many n] = 1.
• Definition 2.7.2. A state i ∈ E is called transient if Pi [Xn = i for
infinitely many n] = 0
• A recurrent state has the property that a Markov chain starting at
this state returns to this state infinitely often, with probability 1. A
transient state has the property that a Markov chain starting at this
state returns to this state only finitely often, with probability 1. The
next theorem is a characterization of recurrent/transient states.
20XX presentation title 4
The long run Behaviour of Markov Chains
Thank You