Li Mingliang, Liu Zaiming. The Properties and Applications of Invariable Function for Markov Chains in Random Environments[J]. Chinese Journal of Applied Probability and Statistics, 2012, 28(6): 665-672.
Citation:
Li Mingliang, Liu Zaiming. The Properties and Applications of Invariable Function for Markov Chains in Random Environments[J]. Chinese Journal of Applied Probability and Statistics, 2012, 28(6): 665-672.
Li Mingliang, Liu Zaiming. The Properties and Applications of Invariable Function for Markov Chains in Random Environments[J]. Chinese Journal of Applied Probability and Statistics, 2012, 28(6): 665-672.
Citation:
Li Mingliang, Liu Zaiming. The Properties and Applications of Invariable Function for Markov Chains in Random Environments[J]. Chinese Journal of Applied Probability and Statistics, 2012, 28(6): 665-672.
The Properties and Applications of Invariable Function for Markov Chains in Random Environments
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.
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