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

讨论了随机环境马氏链中具有强π不可约性链的常返性的判定,从而得到了强π不可约链常返性判定的充分必要条件,同时给出了在一定条件下随机环境中的马氏链的瞬时性判定的几个充分条件.

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.