Markov-双链  

The skew product Markov chain

作　　者：张玥 张金洪[2] 邹建 

机构地区：[1]安徽机电学院应用数理系,安徽芜湖241000 [2]安徽师范大学数学系,安徽芜湖241000

出　　处：《安徽机电学院学报》2001年第2期53-56,共4页Journal of Anhui Institute of Mechanical and Electrical Engineering

摘　　要：就随机环境下的 Markov－链，介绍了 Markov－双链的构造，并证明了以已给 P(θ )为转移概率的 Markov－双链的存在性.当环境空间和状态空间均可数时，希望通过对 Markov－双链的研究，进而实现对随机环境下的 Markov－链的研究.The process of the construction of the skew product Markov Chain on the basic of the Markov Chain in random environments is introduced and the existence of the skew product Markov Chain is proven, taking the given P(θ ) as the transition probability. The Markov Chain in random environments by studying the skew product Markov chain , can be studied when the environment space and the state space are countable.

关 键 词：转移概率 Markov-链 Markov-双链 马尔可夫链 

分 类 号：O211.62[理学—概率论与数理统计]