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Unformatted text preview: A set of states S in a Markov chain is a closed set if no state outside of S is reachable from any state in S . Based on the graphical representation, the following sets of states constitute closed sets: {1, 3, 5} {2, 6} d Is this chain ergodic? If all states in a chain are recurrent, aperiodic, and communicate with each other, the chain is said to be ergodic. Since 4 is transient, not all states in the chain are recurrent. No, the chain is not ergodic. page 2...
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This note was uploaded on 05/12/2010 for the course ESI 6321 taught by Professor Josephgeunes during the Spring '07 term at University of Florida.
 Spring '07
 JosephGeunes

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