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DefinitionDefinition: AI-adaptedProof: AI-adaptedPipeline-generatedprecheck passaudited 2026-09-30
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Aperiodic irreducible chain

Definition

Let p be an irreducible transition matrix on a nonempty countable state space E. The periods d(x) are independent of x by Period is constant on communicating classes, and the verification below shows their common value is positive. Define the period of the chain by per⁡(p):=d(x) for any x∈E. The chain is aperiodic when per⁡(p)=1.

Facts & Assumptions

Given: A nonempty countable state space E and an irreducible transition matrix p on E.

[F1]

Every transition-matrix power has a stochastic row: ∑y∈Ep(n)(x,y)=1. (Transition matrices and n-step probabilities)

[F2]

The zero-step matrix is p(0)(x,y)=1{x=y}. (Transition matrices and n-step probabilities)

[F3]

Irreducibility means every pair of states communicates. (Accessibility, communication, and irreducibility)

[F4]

Accessibility is witnessed by a finite n∈N0 with p(n)(x,y)>0. (Accessibility, communication, and irreducibility)

[F5]

The positive return set is Rx={n≥1:p(n)(x,x)>0}; if it is nonempty, d(x) is its greatest common positive divisor, while d(x)=0 if Rx=∅. (Period of a state)

[F6]

For r,s≥0, p(r+s)(x,z)=∑w∈Ep(r)(x,w)p(s)(w,z). (Matrix Chapman–Kolmogorov equations)

[F7]

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

technique · verify that the common state period exists and is positive, then use it to define aperiodicity
1.1F1F2F3F4F5F6given

For each x∈E, Rx is nonempty. If E={x}, [F1] gives p(x,x)=1, so p(1)(x,x)>0. If E has at least two states, fix an arbitrary x and take y≠x; by [F3]–[F4], there are r,s∈N0 with p(r)(x,y)>0 and p(s)(y,x)>0. Since x≠y, [F2] forces r,s≥1, and [F6] gives p(r+s)(x,x)≥p(r)(x,y)p(s)(y,x)>0. Thus d(x) is a positive integer by [F5] in either case.

2.1F3F5F7step 1.1given

For any x,y∈E, irreducibility [F3] makes them communicate, so [F7] gives d(x)=d(y). Step 1.1 shows this common value is positive. It is therefore independent of the chosen state and defines per⁡(p); declaring aperiodicity by the condition per⁡(p)=1 is well-defined.

3.1F1F2F3F5F6F7step 1.1step 2.1given∎

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 k≥1, label the states x0,…,xk−1 and let the transition from xj go to x(j+1) mod k with probability one. Iteration gives p(n)(xj,xj)=1 when k divides n and zero otherwise, so positive return times are precisely the positive multiples of k and the period is k; a one-state absorbing chain is the case k=1. The return set begins at n=1, so p(0)(x,x)=1 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

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Sources