随机环境中马氏链的平稳分布(英文)  

The Stationary Distribution of Markov Chains in Random Environments

作　　者：祝东进[1] 

机构地区：[1]安徽师范大学数学计算机科学学院,芜湖241003

出　　处：《应用概率统计》2012年第4期337-344,共8页Chinese Journal of Applied Probability and Statistics

基　　金：supported by the National Natural Science Foundation of China (10901003);the Key Project of Chinese Ministry of Education (211077);the Natural Science Foundation of Education Department of Anhui Province (KJ2012ZD01);the Anhui Provincial Natural Science Foundation (10040606Q30)

摘　　要：本文引入了随机环境中马氏链平稳分布的概念. 在合适的条件下, 给出了随机环境中马氏链的平稳分布存在的一些充分条件. 特别地, 讨论了Cogburn链的平稳分布存在性问题. 同时, 构造了一个随机环境中马氏链的例子, 它的平稳分布是存在的.In this paper, the concept of stationary distribution of Markov chains in random environments （MCIRE） is introduced, and basic properties of MCIRE are discussed. It is shown that there exists a stationary distribution of MCIRE under some natural conditions. In particular, the existence of stationary distribution of Cogburn＇s chain are discussed. Moreover, we give an example of MCIRE which stationary distribution exists.

关 键 词：随机环境中马氏链 双链 马氏环境 平稳分布. 

分 类 号：O211.4[理学—概率论与数理统计]