The Moments of First Entrance Time Distributions of Markov Chains in Random Environments

作     者：LI Shou-wei ZHU Dong-jin LI Shou-wei;ZHU Dong-jin

作者机构：School of Economics and ManagementSoutheast UniversityNanjing 211189China Department of MathematicsAnhui Normal UniversityWuhu 241003China 

出 版 物：《Chinese Quarterly Journal of Mathematics》 (数学季刊（英文版）)

年 卷 期：2011年第26卷第1期

页      面：51-55页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

基　　金：Supported by NSF of Anhui Province(KJ2007A102) 

主　　题：random environments taboo set generating functions 

摘      要：After defining generating functions,this paper discusses their properties,and then provides a sufFcient and necessary condition for a finite property of the moments of first entrance time distributions of Markov chains in random environments by generating ***,the paper obtains relevant conclusions of the moments of first entrance time distributions.