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[1]杨雪帆,郭光耀.随机环境马氏链的Ψ一不可约下不变测度性质[J].武汉工程大学学报,2009,(09):86-88.
 YANG Xuefan,GUO Guangyao.The properties of invariant measure on Ψirreducibility of random environments markov chain[J].Journal of Wuhan Institute of Technology,2009,(09):86-88.
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随机环境马氏链的Ψ一不可约下不变测度性质
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《武汉工程大学学报》[ISSN:1674-2869/CN:42-1779/TQ]

卷:
期数:
2009年09期
页码:
86-88
栏目:
机电与信息工程
出版日期:
2009-09-28

文章信息/Info

Title:
The properties of invariant measure on Ψirreducibility of random environments markov chain
文章编号:
16742869(2009)09008603
作者:
杨雪帆1郭光耀2
武汉工程大学理学院, 湖北 武汉 430074
Author(s):
YANG Xuefan GUO Guangyao
School of Science, Wuhan Institute of Technology, Wuhan 430074, China
关键词:
φ—不可约性随机环境马氏链Ψ—不可约性不变测度次不变测度
Keywords:
φirreducibility markov chains in random environments Ψirreducibility invariant measure subinvariant measure
分类号:
O211.62
DOI:
-
文献标志码:
A
摘要:
假设X→是随机环境的马氏链,在Hopf马氏链及绕积马氏链的基础上,定义了随机环境马氏链φ—不可约性.利用绕积马氏链,得到了φ—不可约性的,并进一步讨论了最大不可约测度Ψ,及Ψ—不可约性的.在Ψ—不可约下讨论不变测度、次不变测度的性质,得到了有关不变测度、次不变测度的判别的充要条件.
Abstract:
In this paper, let {X→ } be Markov Chains in random environments with countable State space. In this paper, author introduces the Hopf Markov Chains and skew product Markov Chains,and defines φirreducibility and Ψirreducibility on Markov Chains in random environments. Furthermore, the author investigates the properties of invariant measure and subinvariant measure in Ψirreducibility, and obtains necessary and sufficient condition about invariant measure and subinvariant measure.

参考文献/References:

[1]Cogburn R. The Ergodic Theory of Markov Chains in Random Eanvidom Environments[J].Z Wahrsch Verw Gebiete 1984,66:129128.
[2]Cogburn R. On Direct Convergence and Peoriodicity for Transition Probabilities of Markov Chains in Random Environments[J]. Ann Prob 1990,18(2):642654.
[3]Orey S. Markov Chains with Stochastically stationary Transition Probability [J]. Ann Prob 1991,19(3):907928.
[4]Hu Dihe. The Relations Among Various Markov Chains[J]. Wuhan Univ(Nat Sci Ed),2001,6(3):643648.
[5]Meyn S P, Tweedic R L. Markov Chains and Stochastic Stability[M].London:Springerverlag Press.1993.
[6]郭光耀. 随机环境马氏链的φ一不可约性[J].武汉化工学院学报,2006,28(4):8082.

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备注/Memo

备注/Memo:
收稿日期:20081014
作者简介:杨雪帆(1976),女,硕士,讲师.研究方向:概率与统计.
更新日期/Last Update: