数学物理学报(英文版)

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ON MARKOV CHAINS IN SPACE-TIME RANDOM ENVIRONMENTS

胡迪鹤; 胡晓予   

  1. School of Mathematics and Statistics, Yunan University, Kunming 650091, China; School of Mathematics and Statistics, Wuhan University, Wuhan 430072, China
  • 收稿日期:2006-01-08 修回日期:1900-01-01 出版日期:2009-02-20 发布日期:2009-02-20
  • 通讯作者: 胡迪鹤
  • 基金资助:

    Supported by the National Natural Science Foundation of China (10771185 and 10871200)

ON MARKOV CHAINS IN SPACE-TIME RANDOM ENVIRONMENTS

Hu Dihe; Hu Xiaoyu   

  1. School of Mathematics and Statistics, Yunan University, Kunming 650091, China; School of Mathematics and Statistics, Wuhan University, Wuhan 430072, China
  • Received:2006-01-08 Revised:1900-01-01 Online:2009-02-20 Published:2009-02-20
  • Contact: Hu Dihe

摘要:

In Section 1, the authors establish the models of two kinds of Markov chains
in space-time random environments (MCSTRE and MCSTRE(+)) with abstract state space. In Section 2, the authors construct a MCSTRE and a MCSTRE(+) by an initial distribution Φ and a random Markov kernel (RMK) p(γ). In Section 3, the authors establish several equivalence theorems on MCSTRE and MCSTRE(+). Finally, the authors give two very important examples of MCMSTRE, the random walk in spce-time random environment and the Markov branching chain in space-time random environment.

关键词: Random Markov kernel, Markov chain in space-time random environemnt, random walk in space-time random environment, Markov branching chain in space-time random

Abstract:

In Section 1, the authors establish the models of two kinds of Markov chains
in space-time random environments (MCSTRE and MCSTRE(+)) with abstract state space. In Section 2, the authors construct a MCSTRE and a MCSTRE(+) by an initial distribution Φ and a random Markov kernel (RMK) p(γ). In Section 3, the authors establish several equivalence theorems on MCSTRE and MCSTRE(+). Finally, the authors give two very important examples of MCMSTRE, the random walk in spce-time random environment and the Markov branching chain in space-time random environment.

Key words: Random Markov kernel, Markov chain in space-time random environemnt, random walk in space-time random environment, Markov branching chain in space-time random

中图分类号: 

  • 60J10