| 随机环境中马氏链的平稳分布(英文) |
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| 作者姓名： | Zhu Dongjin |
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| 作者单位： | 安徽师范大学数学计算机科学学院 |
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| 基金项目： | supported by the National Natural Science Foundation of China (10901003);the Key Project of Chinese Ministry of Education (211077);the Natural Science Foundation of Education Department of Anhui Province (KJ2012ZD01);the Anhui Provincial Natural Science Foundation (10040606Q30) |
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| 摘 要： | 本文引入了随机环境中马氏链平稳分布的概念. 在合适的条件下, 给出了随机环境中马氏链的平稳分布存在的一些充分条件. 特别地, 讨论了Cogburn链的平稳分布存在性问题. 同时, 构造了一个随机环境中马氏链的例子, 它的平稳分布是存在的.
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| 关 键 词： | 随机环境中马氏链 双链 马氏环境 平稳分布 |
The Stationary Distribution of Markov Chains in Random Environments |
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| Zhu Dongjin.The Stationary Distribution of Markov Chains in Random Environments[J].Chinese Journal of Applied Probability and Statisties,2012,28(4):337-344. |
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| Authors: | Zhu Dongjin |
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| Institution: | School of Mathematics and Computer Science, Anhui Normal University |
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| Abstract: | In this paper, the concept of stationary
distribution of Markov chains in random environments (MCIRE) is
introduced, and basic properties of MCIRE are discussed. It is shown
that there exists a stationary distribution of MCIRE under some
natural conditions. In particular, the existence of stationary
distribution of Cogburn's chain are discussed. Moreover, we give an
example of MCIRE which stationary distribution exists. |
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| Keywords: | |
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