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Markov-双链

The skew product Markov chain
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摘要 就随机环境下的 Markov-链,介绍了 Markov-双链的构造,并证明了以已给 P(θ )为转移概率的 Markov-双链的存在性.当环境空间和状态空间均可数时,希望通过对 Markov-双链的研究,进而实现对随机环境下的 Markov-链的研究. The process of the construction of the skew product Markov Chain on the basic of the Markov Chain in random environments is introduced and the existence of the skew product Markov Chain is proven, taking the given P(θ ) as the transition probability. The Markov Chain in random environments by studying the skew product Markov chain , can be studied when the environment space and the state space are countable.
出处 《安徽机电学院学报》 2001年第2期53-56,共4页 Journal of Anhui Institute of Mechanical and Electrical Engineering
关键词 转移概率 Markov-链 Markov-双链 马尔可夫链 transition probability Markov chains
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参考文献2

  • 1Orey,S. Markov chains with stochastically stationary transition probabilities[J]. Ann Probab, 1991,19:907- 928.
  • 2Foguel, S.R. The ergodic theory of markov processes[M].Princeton:Van Nostrand,1969.

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