| THE DECOMPOSITION OF STATE SPACE FOR MARKOV CHAIN IN RANDOM ENVIRONMENT |
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| 作者姓名： | 胡迪鹤 |
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| 作者单位： | SchoolofMathematicsandStatistics,WuhanUniversity,Wuhan430072,China |
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| 基金项目： | 国家自然科学基金，武汉大学校科研和教改项目 |
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| 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.
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| 关 键 词： | 马尔可夫链 随机环境 循环态 不可分解 数学物理 |
| 收稿时间： | 29 April 2003 |
THE DECOMPOSITION OF STATE SPACE FOR MARKOV CHAIN IN RANDOM ENVIRONMENT |
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| HU Dihe.THE DECOMPOSITION OF STATE SPACE FOR MARKOV CHAIN IN RANDOM ENVIRONMENT[J].Acta Mathematica Scientia,2005,25(3):555-568. |
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| Authors: | HU Dihe |
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| Institution: | 1. Belarusian State University, 4, Nezavisimosti Ave., Minsk 220030, Belarus;2. Sangji University, Wonju, Kangwon 220-702, Republic of Korea |
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| Abstract: | This paper is a continuation of 8] and 9]. The author obtains the decomposition of state space χof 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. |
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| Keywords: | Markov chain in random environment recurrent state transient state decomposition |
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