MARKOV-CHAINS WITH STOCHASTICALLY STATIONARY TRANSITION-PROBABILITIES

• 成果类型: Article
• 署名作者: OREY, S
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/aop/1176990328
• 发表日期: 1991
• 页码: 907-928
• 关键词: random-environments

摘要

Markov chains on a countable state space are studied under the assumption that the transition probabilities (P(n)(x,y)) constitute a stationary stochastic process. An introductory section exposing some basic results of Nawrotzki and Cogburn is followed by four sections of new results.