ON MARKOV CHAINS IN SPACE-TIME RANDOM ENVIRONMENTS  

作　　者：胡迪鹤 胡晓予 

机构地区：[1]School of Mathematics and Statistics, Yunan University [2]School of Mathematics and Statistics, Wuhan University [3]School of Mathematics, Graduate University of the Chinese Academy of Sciences

出　　处：《Acta Mathematica Scientia》2009年第1期1-10,共10页数学物理学报（B辑英文版）

基　　金：Supported by the National Natural Science Foundation of China (10771185 and 10871200)

摘　　要：In Section 1, the authors establish the models of two kinds of Markov chains in space-time random environments (MCSTRE and MCSTRE(+)) with abstract state space. In Section 2, the authors construct a MCSTRE and a MCSTRE(+) by an initial distribution Φ and a random Markov kernel (RMK) p(γ). In Section 3, the authors es-tablish several equivalence theorems on MCSTRE and MCSTRE(+). Finally, the authors give two very important examples of MCMSTRE, the random walk in spce-time random environment and the Markov br...In Section 1, the authors establish the models of two kinds of Markov chains in space-time random environments (MCSTRE and MCSTRE(+)) with abstract state space. In Section 2, the authors construct a MCSTRE and a MCSTRE(+) by an initial distribution Φ and a random Markov kernel (RMK) p(γ). In Section 3, the authors es-tablish several equivalence theorems on MCSTRE and MCSTRE(+). Finally, the authors give two very important examples of MCMSTRE, the random walk in spce-time random environment and the Markov br...

关 键 词：Random Markov kernel Markov chain in space-time random environemnt random walk in space-time random environment Markov branching chain in space-time random environment 

分 类 号：F224[经济管理—国民经济]