随机环境中马氏链不变函数的性质及应用(英文)  

The Properties and Applications of Invariable Function for Markov Chains in Random Environments

作　　者：李明亮[1,2] 刘再明[1] 

机构地区：[1]中南大学数学与统计学院,长沙410075 [2]湖南第一师范学院数学系,长沙410205

出　　处：《应用概率统计》2012年第6期665-672,共8页Chinese Journal of Applied Probability and Statistics

基　　金：supported by Natural Science Foundation of China (11171044);the Scientific Research Fund of Hunan First Normal University (XYS10N07)

摘　　要：本文主要给出了随机环境中马氏链常返和暂留的各种定义, 研究了随机环境中马氏链不变函数的定义及其性质, 并利用那些性质, 得到了判定随机环境中马氏链状态为常返或暂留的一判别准则.In this paper, various concepts of recurrence and transience are introduced into the research field of Markov chains in random environments, and the concepts and properties of invariant function for Markov chains in random environments ave investigated. By using those properties, we obtain a criterion for the state to be recurrent or transient.

关 键 词：马氏链 随机环境 常返 暂留 不变函数 

分 类 号：O211.62[理学—概率论与数理统计]