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Equivalent conditions for irreducibility of discrete time Markov chains

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Author Info
Cuong Le Van () (CERMSEM)
John Stachurski () (CORE)

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Abstract

We consider discrete time Markov chains on general state space. It is shown that a certain property referred to here as nondecomposability is equivalent to irreducibility and that a Markov chain with invariant distribution is irreducible if and only if the invariant distribution is unique and assigns positive probability to all absorbing sets.

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Publisher Info
Paper provided by Université Panthéon-Sorbonne (Paris 1) in its series Cahiers de la Maison des Sciences Economiques with number b04061.

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Length: 6 pages
Date of creation: Jun 2004
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Handle: RePEc:mse:wpsorb:b04061

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Related research
Keywords: Discrete time Markov chains; invariant distribution; nondecomposability; irreducibility; absorbing set.;

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O41 - Economic Development, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - One, Two, and Multisector Growth Models

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