Recurrence and invariant measure of Markov chains in double-infinite random environments

DOI10.1007/BF02877018zbMath1007.60103OpenAlexW2001981498MaRDI QIDQ1609596

Ying-qiu Li

Publication date: 15 August 2002

Published in: Science in China. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02877018

zbMATH Keywords

recurrenceinvariant measureMarkov chaintransienceirreducibilitydouble-infinite environment

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Processes in random environments (60K37)

Related Items (3)

Some generalized strong limit theorems for Markov chains in bi-infinite random environments ⋮ A strong limit theorem for the average of ternary functions of Markov chains in bi-infinite random environments ⋮ A class of small deviation theorems for Markov chains in bi-infinite random environment

Cites Work

• Unnamed Item
• Markov chains in random environments: The case of Markovian environments
• Markov chains with stochastically stationary transition probabilities
• The ergodic theory of Markov chains in random environments

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