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Probability and Stochastic Processes by Ionut Florescu

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12.4 Characterization of States for a Markov Chain. Stationary Distribution.

Before we give the main theorem of this chapter, we need to introduce several new concepts.

A reducible chain may be split into two or more classes.

equation

or equivalently, c12-math-0365, where c12-math-0366 denotes the transposition operation. Thus, if you like the linear algebra language better, c12-math-0367 is an eigenvector of c12-math-0368 corresponding ...

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