MARKOV-CHAINS WITH STOCHASTICALLY STATIONARY TRANSITION-PROBABILITIES

被引：97

作者：

OREY, S

机构：

来源：

ANNALS OF PROBABILITY | 1991年 / 19卷 / 03期

关键词：

MARKOV CHAINS WITH RANDOM TRANSITION PROBABILITIES; PRODUCTS OF RANDOM STOCHASTIC MATRICES; RANDOM-ENVIRONMENTS;

D O I：

10.1214/aop/1176990328

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Markov chains on a countable state space are studied under the assumption that the transition probabilities (P(n)(x,y)) constitute a stationary stochastic process. An introductory section exposing some basic results of Nawrotzki and Cogburn is followed by four sections of new results.

引用

页码：907 / 928

页数：22

共 17 条

[1]

[Anonymous], 1969, Van Nostrand Mathematical Studies

[2]

Chung K.L., 1967, Markov Chains with Stationary Transition Probabilities., Vsecond.

[3] MARKOV-CHAINS IN RANDOM-ENVIRONMENTS - THE CASE OF MARKOVIAN ENVIRONMENTS [J].