Today I Learned

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

52: Ergodicity in Markov Chains

A state s in a Markov chain X 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 n such that any state in X can be reached by any other state in exactly n steps.

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