Let (Xn)n1 be a Markov chain with state space f1; : : : ; kg for some k 1. Show that
if i and j communicate, then the probability that the chain started in state i reaches
state j in k steps or fewer is greater than 0.
Let (Xn)n1 be a Markov chain with state space f1; : : : ; kg for some k 1. Show that
if i and j communicate, then the probability that the chain started in state i reaches
state j in k steps or fewer is greater than 0.
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