Ergodic Markov Chain

Topics: Markov Chain - Ergodic Set

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(definition)

An ergodic Markov chain, also known as irreducible, is Markov chain that only has a single class. Since there is only one class, it follows that this class is an ergodic set.

There are two types of ergodic Markov chains: cyclical and regular chains. The set of cyclical chains is the complement of the set of regular chains.