Chapter 3Transience and recurrence
3.1 Sample paths and state space
3.1.1 Communication and closed irreducible classes
Let 
be a Markov chain with transition matrix 
on 
. Consider its first strict future hitting time of 
given by
If 
, then 
is said to be reachable from 
or that 
leads to 
. Equivalently, there exists 
such that , that is, such that (s.t.)
and these states form an oriented path ...
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