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随机环境中马氏链的常返性和瞬时性
Recurrence and Transience of Markov Chains in Random Environments
【摘要】 在π-不可约条件下,得到随机环境中的马氏链瞬时和常返的判定准则,进而得到随机环境中马氏链常返的充要条件;如果环境还是平稳的,则状态空间中不存在非正则本质态.
【Abstract】 Some criterion that π-irreducible Markov chains in random environments are recurrent or transient are given, thereby the sufficient and necessary condition for recurrence of π-irreducible Markov chains in random environments is obtained. Moreover, if the environments is stationary we prove there isn’t improperly essential state in state space for π-irreducible Markov chains in random environments.
【关键词】 随机环境;
马氏链;
π-不可约;
常返;
瞬时;
【Key words】 random environments; Markov chains; π-irreducible; recurrence; transience;
【Key words】 random environments; Markov chains; π-irreducible; recurrence; transience;
- 【文献出处】 大学数学 ,College Mathematies , 编辑部邮箱 ,2005年04期
- 【分类号】O211.62
- 【被引频次】2
- 【下载频次】87