一类生成Markov链的性质

A Class Properties of producing Markov Chains

设Ｍａｒｋｏｖ链｛Ｘｎ，ｎ≥０｝的状态空间为Ｅ，转移概率矩阵为Ｐ＝（Ｐｉｊ），设Ｐ＝１ｋΣｋｉ＝１Ｐｉ，本文讨论了Ｐ与Ｐ的状态分类关系；并证明了Ｐ的常返与正常返性分别等价于Ｐ的常返与正常返。

Let state space of Markov chains {X n,n≥0} is the equal of E,Transition probability matrix is P=(p ij ), let =1K∑ki=1P i,The relationship of the state classfication between P and is discussed in thie paper. And we proved that recurrent and positive recurrent of P is equal to that of .