class structure
Let be a stationary Markov chain and let and be states in the indexing set. We say that leads to or is accessible
from , and write , if it is possible for the chain to get from state to state :
If and we say communicates with and write . is an equivalence relation (easy to prove). The equivalence classes
of this relation
are the communicating classes of the chain. If there is just one class, we say the chain is an irreducible chain.
A class is a closed class if and implies that “Once the chain enters a closed class, it cannot leave it”
A state is an absorbing state if is a closed class.