Paper 4, Section I, H
Part IB, 2012
Let be an irreducible Markov chain with . Define the meaning of the statements:
(i) state is transient,
(ii) state is aperiodic.
Give a criterion for transience that can be expressed in terms of the probabilities .
Prove that if a state is transient then all states are transient.
Prove that if a state is aperiodic then all states are aperiodic.
Suppose that unless is divisible by 3 . Given any other state , prove that unless is divisible by 3 .