变化环境中Markov链状态分类的性质  

Some properties of the classifed states for Markov chains in a random environment

作　　者：黄振生[1] 

机构地区：[1]华东师范大学统计与精算学系,上海200062

出　　处：《华东师范大学学报（自然科学版）》2008年第3期45-50,共6页Journal of East China Normal University(Natural Science)

基　　金：安徽省教育厅基金(2007jqll85)

摘　　要：引入了绕积Markov链的特征数和状态的定义,研究了特征数L(x,:F)和G(x.:F)的概率性质.以此为基础,讨论了强常返和强暂留态在可达和一致可达条件下的运动的传递性,以及弱常返态的特性,从而推广了经典Markov链的相关结果。Some basic concepts on the states, such as strongly recurrent state, weakly recurrent state, and strongly transient state, were proposed, and the corresponding character numbers L（x, ^→θ ; F） and G（x, ^→θ ; F） were studied. On the base of this, criteria for the states to be accessible and uniformly accessible were given. The results generalized the corresponding results in classical Markov chains.

关 键 词：绕积Markov链 强常返 强暂留 弱常返 

分 类 号：O211.62[理学—概率论与数理统计]