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For a Markov chain {Xi}i=1∞\{X_i\}_{i=1}^{\infty}{Xi}i=1∞, XiX_iXi is called the “state” of the Markov chain at time iii.
Aperiodic
Continuous Time Markov Chain
Irreducible
Null Recurrence
Recurrent
Transient
Invariant Distribution ↔ Positive Recurrence
Ergodic Theorem
Jump Time
Passage Time