Irreducibility

  • Definition: A Markov chain is irreducible if its entire state space consists of exactly one communicating class.
  • Equivalent Condition: For all states $i, j \in S$, $i \leftrightarrow j$.

Reducibility

  • Definition: A Markov chain is reducible if it is not irreducible, equivalently if the state space splits into more than one communicating class.