随机环境中马氏链的遍历性质

The ergodic properties of Markov chains in random environments

对随机环境中马氏链,李应求(2003,2004)引入了“初始时间”为任意给定点的双无限随机环境中马氏链的弱遍历性、一致弱遍历性、强遍历性和一致强遍历性等概念.在此基础上,给出了这些遍历性之间的各种关系,并且证明了限制在必离集上的链→θ-是弱遍历的.

For Markov chains in random environments, Li Ying-qiu （2003,2004） introduced the concepts of weak ergodicity, uniformly weak ergodicity, strong ergodicity, uniformly strong ergodicity of Markov chains in double infinitely random environments when the ＂starting time＂ is arbitrarily given point. Based on above re- suits, all kinds of relationships among these ergodicities are discussed, and that →θ-chains is weak ergodicity if P（θ） limited to inevitable exit sets can be proved.