Ergodicity of a Class of Nonlinear Time Series Models in Random Environment Domain

In this paper,we study the problem of a variety of nonlinear time series model Xn+1=T(Zn+1))(X(n),…,X(n-Zn+1),en+1(Zn+1)) in which {Zn} is a Markov chain with finite state space,and for every state i of the Markov chain,{en(i)} is a sequence of independent and identically distributed random variables.Also, the limit behavior of the sequence {Xn} defined by the above model is investigated.Some new novel results on the underlying models are presented.