数学物理学报(英文版) ›› 2005, Vol. 25 ›› Issue (3): 555-568.

• 论文 • 上一篇    下一篇

THE DECOMPOSITION OF STATE SPACE FOR MARKOV CHAIN IN RANDOM ENVIRONMENT

胡笛鹤   

  1. School of Mathematics and Statistics, Wuhan University, Wuhan 430072, China
  • 出版日期:2005-07-20 发布日期:2005-07-20
  • 基金资助:

    Supported by the National Natural Science Foundation of China (10371092) and
    the Foundation of Wuhan University.

THE DECOMPOSITION OF STATE SPACE FOR MARKOV CHAIN IN RANDOM ENVIRONMENT

 HU Di-He   

  • Online:2005-07-20 Published:2005-07-20
  • Supported by:

    Supported by the National Natural Science Foundation of China (10371092) and
    the Foundation of Wuhan University.

摘要:

This paper is a continuation of [8] and [9]. The author obtains the decomposition
of state space X of an Markov chain in random environment by making use of the
results in [8] and [9], gives three examples, random walk in random environment, renewal
process in random environment and queue process in random environment, and obtains
the decompositions of the state spaces of these three special examples.

Abstract:

This paper is a continuation of [8] and [9]. The author obtains the decomposition
of state space X of an Markov chain in random environment by making use of the
results in [8] and [9], gives three examples, random walk in random environment, renewal
process in random environment and queue process in random environment, and obtains
the decompositions of the state spaces of these three special examples.

Key words: Markov chain in random environment, recurrent state, transient state, decomposition

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