# Thread: Don't understand Stats Prob: Let (Xn)n1 be a Markov chain

1. ## Don't understand Stats Prob: Let (Xn)n1 be a Markov chain

Let (Xn)n1 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.

2. Originally Posted by Joystar77
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.

If you are stuck at the beginning tell us and we'll start with the definitions e.g. define Markov Chain.

http://www.freemathhelp.com/forum/th...217#post322217

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