Define a time homogenous chain
pij(t) are the same for all t
What is a recurrent state?
State of a markov chain the chain will return to with pr = 1
what is an irreducible chain?
state j can be reached from any state i
What is a non-null state?
States that are recurrent and if chain has a finite state space
What is a periodic markov chain?
steps taken to return to state is a multiple of some integer
Define an ergodic markov chain
Chain is ergodic if irreducible, aperiodic and all states are non-null and recurrent
When is a distribution stationary
π = πP