随机环境中马氏链的常返性和瞬时性  

Recurrence and Transience of Markov Chains in Random Environments

作　　者：孔生林[1] 

机构地区：[1]芜湖职业技术学院基础部,安徽芜湖241000

出　　处：《大学数学》2005年第4期54-57,共4页College Mathematics

摘　　要：在π-不可约条件下,得到随机环境中的马氏链瞬时和常返的判定准则,进而得到随机环境中马氏链常返的充要条件;如果环境还是平稳的,则状态空间中不存在非正则本质态.Some criterion that π-irreducible Markov chains in random environments are recurrent or transient are given, thereby the sufficient and necessary condition for recurrence of π-irreducible Markov chains in random environments is obtained. Moreover, if the environments is stationary we prove there isn＇t improperly essential state in state space for π-irreducible Markov chains in random environments.

关 键 词：随机环境 马氏链 π不可约 常返 瞬时 

分 类 号：O211.62[理学—概率论与数理统计]