THE DECOMPOSITION OF STATE SPACE FOR MARKOV CHAIN IN RANDOM ENVIRONMENT

作     者：胡迪鹤 

作者机构：School of Mathematics and Statistics Wuhan University 

出 版 物：《Acta Mathematica Scientia》 (数学物理学报（B辑英文版）)

年 卷 期：2005年第25卷第3期

页      面：555-568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] 070104[理学-应用数学] 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 the National Natural Science Foundation of China (10371092) and the Foundation of Wuhan University 

主　　题：Markov chain in random environment recurrent state transient state decomposition 

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.