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双无限随机环境中马氏链的常返性
Recurrence for Markov Chains in Doubly Infinite Random Environments
【摘要】 利用马氏链的有关理论,研究了双无限随机环境下π-不可约链的常返与瞬时判别准则,得到了π-不可约链常返的若干等价条件及强π-不可约链是常返的一个充分条件,随后讨论了π-不可约链的各类状态之间的关系。
【Abstract】 The recurrence-transience criteria aboutπ-irreducible Markov chains in doubly infinite random environments are discussed by using relevant theories of Markov chains. Some equivalence conditions forπ-irreducible Markov chains in doubly infinite random environments being recurrence are obtained, and get a sufficient condition which stronglyπ-irreducible Markov chains are recurrence. Moreover, we also discuss the relations among the states forπ-irreducible Markov chains in doubly infinite random environments.
【关键词】 双无限随机环境;
常返性;
瞬时性;
π-不可约性;
强π-不可约性;
【Key words】 doubly infinite random environments; recurrence; transience; π-irreduciblity; stronglyπ-irreduciblity;
【Key words】 doubly infinite random environments; recurrence; transience; π-irreduciblity; stronglyπ-irreduciblity;
【基金】 安徽省高校青年教师资助项目(2007jq1117);安徽省教育厅自然科学基金(kj2007B122)
- 【文献出处】 工程数学学报 ,Chinese Journal of Engineering Mathematics , 编辑部邮箱 ,2007年04期
- 【分类号】O211.62
- 【被引频次】1
- 【下载频次】45