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�ں��ʵ�������, �����������������������ƽ�ȷֲ����ڵ�һЩ�������.
�ر��, ������Cogburn����ƽ�ȷֲ�����������. ͬʱ,
������һ�����������������������, ����ƽ�ȷֲ��Ǵ��ڵ�.

In this paper, the concept of stationary
distribution of Markov chains in random environments (MCIRE) is
introduced, and basic properties of MCIRE are discussed. It is shown
that there exists a stationary distribution of MCIRE under some
natural conditions. In particular, the existence of stationary
distribution of Cogburn's chain are discussed. Moreover, we give an
example of MCIRE which stationary distribution exists.