Definition (Accessible)
Let Xn,n≥0 be a MC, with transition matrix P and the state space S. Let i,j∈S be two states. We say i leads to j if the probability of reaching j from i is positive i.e. Pi(Xn=j\mboxforsomen≥0)=1and write i→j. If i→j we also say j is accessible from i.
Theorem
The following are equivalent:
- i→j
- ∃n≥0 and i0,⋯,in s.t. we have i0=i, in=j then pi0i1⋯pin−1in>0
- (Pn)i,j>0 for some n≥0