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For our Markov chain, every positive recurrent state has a finite expected return time and thus guarantees ergodicity in its communicating class.
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For our Markov chain, every positive recurrent state has a finite expected return time and thus guarantees ergodicity in its communicating class.
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Related words
positive recurrent
Adjective
not-comparable
of a state
Japanese Meaning
数学や確率過程の文脈で、ある状態において、有限の期待再訪時間(いわゆる期待される復帰時間)が存在し、その状態へ再び戻る性質を持つことを指す。日本語では「正再帰状態」と呼ばれる。
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