双无限随机环境中马氏链的常返性  

Recurrence for Markov Chains in Doubly Infinite Random Environments

作　　者：胡学平[1] 贾兆丽[2] 

机构地区：[1]安庆师范学院数学系,安徽246011 [2]安徽师范大学数学计算机科学学院,芜湖241000

出　　处：《工程数学学报》2007年第4期696-700,共5页Chinese Journal of Engineering Mathematics

基　　金：安徽省高校青年教师资助项目(2007jq1117);安徽省教育厅自然科学基金(kj2007B122)

摘　　要：利用马氏链的有关理论,研究了双无限随机环境下π-不可约链的常返与瞬时判别准则,得到了π-不可约链常返的若干等价条件及强π-不可约链是常返的一个充分条件,随后讨论了π-不可约链的各类状态之间的关系。The recurrence-transience criteria aboutπ-irreducible Markov chains in doubly infinite random environments are discussed by using relevant theories of Markov chains. Some equivalence conditions forπ-irreducible Markov chains in doubly infinite random environments being recurrence are obtained, and get a sufficient condition which stronglyπ-irreducible Markov chains are recurrence. Moreover, we also discuss the relations among the states forπ-irreducible Markov chains in doubly infinite random environments.

关 键 词：双无限随机环境 常返性 瞬时性 π-不可约性 强π-不可约性 

分 类 号：O211.62[理学—概率论与数理统计]