Equivalent Conditions for Irreducibility of Discrete Time Markov Chains

Cuong Le van and John Stachurski ()

No 900, Department of Economics - Working Papers Series from The University of Melbourne

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.

Pages: 7 pages
Date: 2004
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Working Paper: Equivalent conditions for irreducibility of discrete time Markov chains (2004)
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