THE DECOMPOSITION OF STATE SPACE FOR MARKOV CHAIN IN RANDOM ENVIRONMENT  

作　　者：胡迪鹤 

机构地区：[1]School of Mathematics and Statistics Wuhan University

出　　处：《Acta Mathematica Scientia》2005年第3期555-568,共14页数学物理学报（B辑英文版）

基　　金：Supported by the National Natural Science Foundation of China (10371092) and the Foundation of Wuhan University.

摘　　要：This paper is a continuation of [8] and [9]. The author obtains the decomposition of state space X of an Markov chain in random environment by making use of the results in [8] and [9], gives three examples, random walk in random environment, renewal process in random environment and queue process in random environment, and obtains the decompositions of the state spaces of these three special examples.This paper is a continuation of [8] and [9]. The author obtains the decomposition of state space X of an Markov chain in random environment by making use of the results in [8] and [9], gives three examples, random walk in random environment, renewal process in random environment and queue process in random environment, and obtains the decompositions of the state spaces of these three special examples.

关 键 词：Markov chain in random environment recurrent state transient state DECOMPOSITION 

分 类 号：O211.62[理学—概率论与数理统计] O411.1[理学—数学]