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随机环境中马氏链的常返性与弱不变测度 被引量:6

RECURRENCE AND INVARIANE MEASURE OF MARKOV CHAINS IN RANDOM ENVIRONMENTS
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摘要 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,同时首次提出了关于单链X→的弱不变测度的概念. In this paper, recurrence of strongly π-irreducible Markov chains in random environment is discussed, then a criterion for recurrece of strongly π-irreducible Markov chains in random environments is obtained. The concept of weakly invariant measure of single chain X→ is firstly put forward.=
出处 《安徽师范大学学报(自然科学版)》 CAS 2004年第1期17-19,共3页 Journal of Anhui Normal University(Natural Science)
关键词 随机环境 马氏链 常返性 弱不变测度 π—不可约性 random environment Markov chains π-irreducible recuurence weakly invariant measure
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