Markov chain;
Greens function;
traps;
random traps;
killing;
annealed;
quenched;
D O I:
10.1023/A:1022648209343
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:
We consider a Markov chain on a countable state space, on which is placed a random field of traps, and ask whether the chain gels trapped almost surely. We show that the quenched problem (when the traps are fixed) is equivalent to the annealed problem (when the traps are updated each unit of time) and give a criterion fur almost sure trapping versus positive probability of nontrapping. The hypotheses on the Markov chain are minimal, and in particular, our results encompass the results of den Hollander, Menshikov and Volkov (1995).