Some of the things I've learned every day since Oct 10, 2016
52: Ergodicity in Markov Chains
December 1, 2016Posted by on
A state in a Markov chain is ergodic iff it is aperiodic and recurrent. If all states in a Markov chain are ergodic, then the chain itself is said to be ergodic. This is equivalent to the condition that there is a number such that any state in can be reached by any other state in exactly steps.