Recurrence and invariant measure of Markov chains in double-infinite random environments
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)].
scientific article; zbMATH DE number 1782051