随机环境中马氏链不变函数的性质及应用

The Properties and Applications of Invariable Function for Markov Chains in Random Environments

摘要: 本文主要给出了随机环境中马氏链常返和暂留的各种定义, 研究了随机环境中马氏链不变函数的定义及其性质, 并利用那些性质, 得到了判定随机环境中马氏链状态为常返或暂留的一判别准则.

Abstract: In this paper, various concepts of recurrence and transience are introduced into the research field of Markov chains in random environments, and the concepts and properties of invariant function for Markov chains in random environments are investigated. By using those properties, we obtain a criterion for the state to be recurrent or transient.