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变化环境中Markov链状态分类的性质
引用本文:黄振生.变化环境中Markov链状态分类的性质[J].华东师范大学学报(自然科学版),2008,2008(3):45-50.
作者姓名:黄振生
作者单位:华东师范大学,统计与精算学系,上海200062
摘    要:引入了绕积马氏链的特征数和状态的定义,研究了特征数L(x,0;F),和G(x,0;F)的概率性质,以此为基础,讨论了强常返和强暂留态在可达和一致可达条件下的运动的传递性,以及弱常返态的特性,从而推广了经典马氏链的相关结果.

关 键 词:绕积马氏链  强常返  强暂留  弱常返  绕积马氏链  强常返  强暂留  弱常返
收稿时间:2007-09-24

Some properties of the classifed states for Markov chains in a random environment
HUANG Zhen-sheng.Some properties of the classifed states for Markov chains in a random environment[J].Journal of East China Normal University(Natural Science),2008,2008(3):45-50.
Authors:HUANG Zhen-sheng
Institution:Department of Statistics and Actuarial science, East China Normal University, Shanghai 200062, China
Abstract:Some basic concepts on the states, such as strongly recurrent state, weakly recurrent state, and strongly transient state, were proposed, and the corresponding Character number L(x,0;F) and G(x,0;F) were studied. On the base of this, Criteria for the states to be accesible and uniformly accesible were given. The results generalized the corresponding results in classical Markov chains.
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