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enter image description here states = {1,2,3,4} I'm confused if the following markov chain is irreducible or not. I think it's not irreducible because if it reaches from one state to another with probability 1 it stays there. I think it's not aperiodic as there are no self loops.

noname
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1 Answers1

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It sends a variable from state 1 -> 2 -> 3 -> 4 -> 1. So it is periodic with period 4. In this case it is also irreducible.

Martini
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  • Thank you for your answer, I just have another question how do i show P^(n) is equal to 1/4 as the limit approaches infinity. The stationary distribution is given which is (1/4, 1/4, 1/4, 1/4) – noname Mar 28 '23 at 21:39
  • Do you mean when the limit of n goes to infinity? For your understanding, P^(n) is this matrix/markov chain applied to your input n times, note P^1 = P^4 since it is 4 periodic. It is itself another matrix, so it cannot be equal to one number. – Martini Mar 28 '23 at 22:57