Acta mathematica scientia,Series B ›› 2005, Vol. 25 ›› Issue (3): 555-568.

• Articles • Previous Articles     Next Articles

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.

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

CLC Number: 

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