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Equivalent conditions for irreducibility of discrete time Markov chains

Author

Listed:
  • Cuong Le Van

    (CERMSEM)

  • John Stachurski

    (CORE)

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

Suggested Citation

  • Cuong Le Van & John Stachurski, 2004. "Equivalent conditions for irreducibility of discrete time Markov chains," Cahiers de la Maison des Sciences Economiques b04061, Université Panthéon-Sorbonne (Paris 1).
    • Handle: RePEc:mse:wpsorb:b04061
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    File URL: ftp://mse.univ-paris1.fr/pub/mse/cahiers2004/B04061.pdf
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    Keywords

    Discrete time Markov chains; invariant distribution; nondecomposability; irreducibility; absorbing set;
    All these keywords.

    JEL classification:

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

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