Today I Learned

Some of the things I've learned every day since Oct 10, 2016

43: Aperiodicity of Markov Chains

A state s in a Markov chain X is aperiodic iff there exists an n such that

P(X_{n'} = s | X_0 = s) > 0 \quad \forall n' \geq n.

That is, a state is aperiodic if the chain can always loop back to this state in an arbitrary number of steps.

A Markov chain is aperiodic iff every state in the chain is aperiodic. If the chain is irreducible, then the existence of a single aperiodic state implies that the entire chain is aperiodic.


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