Recurrence and invariant measure of Markov chains in double-infinite random environments
type: Item
instance of: scholarly article
title: Recurrence and invariant measure of Markov chains in double-infinite random environments
zbMATH Open document ID: 1007.60103
DOI: 10.1007/BF02877018
published in: Science in China. Series A
publication date: 2002-08-15T00:00:00Z
review text: 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)].
reviewed by: Mihai Gradinaru
Mathematics Subject Classification ID: 60K37
Mathematics Subject Classification ID: 60J10
zbMATH DE Number: 1782051
zbMATH Keywords: double-infinite environment
zbMATH Keywords: Markov chain
zbMATH Keywords: recurrence
zbMATH Keywords: transience
zbMATH Keywords: irreducibility
zbMATH Keywords: invariant measure
author: Yingqiu Li
MaRDI profile type: Publication
cites work: Markov chains in random environments: The case of Markovian environments
cites work: The ergodic theory of Markov chains in random environments
cites work: Markov chains with stochastically stationary transition probabilities
cites work: Some notes on Markov chains in Markovian environments.
full work available at URL: https://doi.org/10.1007/bf02877018
OpenAlex ID: W2001981498
description: scientific article; zbMATH DE number 1782051