摘要
文考虑了一类特殊的随机环境的马氏链.假设随机“Doeblin”条件成立,我们证明了随机环境的马氏链的不变测度存在,且任何初始分布以指数收敛速度到些不变测度。进一步的。存在关于绕积算子遍历的不变测度.最后,我们得到了随机环境马氏链的强大数定律.
In this paper, we consider a particular case of Markov chains in random environments. Suppose that the random Doeblin condition is satisfied, we prove that the invariant measure exists and any initial distibution convergence to the measure with an exponential rate. Furthmore, we calaim that there is an invariant measure ergodic for the skew product operator. At last, as an application, we obtain the law of large numbers for Markov chains in random environments.
出处
《数学杂志》
CSCD
北大核心
2003年第1期19-24,共6页
Journal of Mathematics
基金
Supported by N.A.S.F of China
Fundation of Wuhan University
关键词
马氏链
随机环境
不变测度
遍历定理
Markow chains
random environment
invariant measure
ergodic theorem
