Recurrence and invariant measure of Markov chains in double-infinite random environments (Q1609596)
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scientific article; zbMATH DE number 1782051
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recurrence and invariant measure of Markov chains in double-infinite random environments |
scientific article; zbMATH DE number 1782051 |
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Recurrence and invariant measure of Markov chains in double-infinite random environments (English)
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15 August 2002
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The author studies the recurrence, the transience and the irreducibility of Markov chains in double-infinite random environments. A criterion for recurrence is proved and the existence of the invariant measure of irreducibile chain is discussed. The author also gives partial answers to some open questions formulated by \textit{S. Orey} [Ann. Probab. 19, No. 3, 907-928 (1991; Zbl 0735.60040)].
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double-infinite environment
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Markov chain
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recurrence
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transience
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irreducibility
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invariant measure
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