On Markov chains in space-time random environments

In Section 1, the authors establish the models of two kinds of Markov chains in space-time random environments (MCSTRE and MCSTRE(+)) with abstract state space. In Section 2, the authors construct a MCSTRE and a MCSTRE(+) by an initial distribution Φ and a random Markov kernel (RMK) p(γ). In Section...

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Veröffentlicht in:Acta mathematica scientia 2009, Vol.29 (1), p.1-10
Hauptverfasser: Dihe, Hu, Xiaoyu, Hu
Format: Artikel
Sprache:eng
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Zusammenfassung:In Section 1, the authors establish the models of two kinds of Markov chains in space-time random environments (MCSTRE and MCSTRE(+)) with abstract state space. In Section 2, the authors construct a MCSTRE and a MCSTRE(+) by an initial distribution Φ and a random Markov kernel (RMK) p(γ). In Section 3, the authors establish several equivalence theorems on MCSTRE and MCSTRE(+). Finally, the authors give two very important examples of MCMSTRE, the random walk in spce-time random environment and the Markov branching chain in space-time random environment.
ISSN:0252-9602
1572-9087
DOI:10.1016/S0252-9602(09)60001-1