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Aperiodic irreducible chain
Definition
Let be an irreducible transition matrix on a nonempty countable state space . The periods are independent of by Period is constant on communicating classes, and the verification below shows their common value is positive. Define the period of the chain by for any . The chain is aperiodic when .
Facts & Assumptions
Given: A nonempty countable state space and an irreducible transition matrix on .
Every transition-matrix power has a stochastic row: . (Transition matrices and n-step probabilities)
The zero-step matrix is . (Transition matrices and n-step probabilities)
Irreducibility means every pair of states communicates. (Accessibility, communication, and irreducibility)
Accessibility is witnessed by a finite with . (Accessibility, communication, and irreducibility)
The positive return set is ; if it is nonempty, is its greatest common positive divisor, while if . (Period of a state)
For , . (Matrix Chapman–Kolmogorov equations)
Communicating states have equal periods, including the convention that a state with no positive return has period zero. (Period is constant on communicating classes)
Verification
For each , is nonempty. If , [F1] gives , so . If has at least two states, fix an arbitrary and take ; by [F3]–[F4], there are with and . Since , [F2] forces , and [F6] gives . Thus is a positive integer by [F5] in either case.
For any , irreducibility [F3] makes them communicate, so [F7] gives . Step 1.1 shows this common value is positive. It is therefore independent of the chosen state and defines ; declaring aperiodicity by the condition is well-defined.
The empty state space is excluded in the definition because no state period could be chosen as a common value. For a one-state chain, step 1.1 gives period one and hence aperiodicity. On a deterministic cycle of length , label the states and let the transition from go to with probability one. Iteration gives when divides and zero otherwise, so positive return times are precisely the positive multiples of and the period is ; a one-state absorbing chain is the case . The return set begins at , so does not make every chain aperiodic. The proof uses only fixed-pair routes and finite row sums, with no choice function or AC. This is a definition, not an iff theorem.
Depends on
Used by
Dependency tree · two levels
11 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Levin, Peres and Wilmer, Markov Chains and Mixing Times, second edition (standard reference, not scraped)