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Irreducibility

  • Sean P. Meyn
  • Richard L. Tweedie
Chapter
  • 608 Downloads
Part of the Communications and Control Engineering Series book series (CCE)

Abstract

This chapter is devoted to the fundamental concept of irreducibility: the idea that all parts of the space can be reached by a Markov chain, no matter what the starting point. Although the initial results are relatively simple, the impact of an appropriate irreducibility structure will have wide-ranging consequences, and it is therefore of critical importance that such structures be well understood.

Keywords

Random Walk Positive Probability Half Line General State Space Countable Space 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag London Limited 1993

Authors and Affiliations

  • Sean P. Meyn
    • 1
  • Richard L. Tweedie
    • 2
  1. 1.Coordinated Science Laboratory and the Department of Electrical and Computer EngineeringUniversity of IllinoisUrbanaUSA
  2. 2.Department of StatisticsColorado State UniversityFort CollinsUSA

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