| Model of Markov Chains in Space-Time Random Environments |
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| 引用本文： | YANG Guangyu HU Dihe. Model of Markov Chains in Space-Time Random Environments[J]. 武汉大学学报:自然科学英文版, 2007, 12(2): 225-229. DOI: 10.1007/s11859-006-0012-6 |
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| 作者姓名： | YANG Guangyu HU Dihe |
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| 作者单位： | [1]School of Mathematics and Statistics, Wuhan University,Wuhan 430072, Hubei, China [2]School of Mathematics and Statistics, Yunnan University,Kunming 650091, Yunnan, China |
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| 基金项目： | Supported by the National Natural Science Foundation of China （10371092） |
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| 摘 要： | A general framework of stochastic model for a Markov chain in a space-time random environment is introduced, here the environment ξ^＊：={ξ1,x∈N,x∈ X}is a random field. We study the dependence relations between the environment and the original chain, especially the ＂feedback＂. Some equivalence theorems and law of large numbers are obtained.
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| 关 键 词： | 空时随机环境 马尔可夫链 反馈 数学模型 |
| 文章编号： | 1007-1202（2007）02-0225-05 |
| 收稿时间： | 2006-03-18 |
Model of Markov chains in space-time random environments |
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| Yang Guangyu,Hu Dihe. Model of Markov chains in space-time random environments[J]. Wuhan University Journal of Natural Sciences, 2007, 12(2): 225-229. DOI: 10.1007/s11859-006-0012-6 |
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| Authors: | Yang Guangyu Hu Dihe |
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| Affiliation: | (1) School of Mathematics and Statistics, Wuhan University, Wuhan, 430072, Hubei, China;(2) School of Mathematics and Statistics, Yunnan University, Kunming, 650091, Yunnan, China |
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| Abstract: | A general framework of stochastic model for a Markov chain in a space-time random environment is introduced, here the environment ξ *:= {ξ t,x, t ∈ N, x ∈ χ} is a random field. We study the dependence relations between the environment and the original chain, especially the “feedback”. Some equivalence theorems and law of large numbers are obtained. Biography: YANG Guangyu(1979-), male, Ph.D.candidate, research direction: stochastic process and random fractals. |
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| Keywords: | Markov chains in space-time random environments feedback Markovian environments |
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