Recurrence And Invariant Measure Of Markov Chains In Random Environment

This thesis is divided into two parts.In the first chapter,the existence of Markov chains in random environments is described,and their properties are studied. The concepts of recurrence,transience,π-irriducibility and strongly π-irriducibility are introduced.The sufficient and necessary condition for recurrence of strongly π-irriducible Markov chains in random environments is obtained,then some sufficient conditions for recurrence and transiece of Markov chains in random environments are given.In the second chapter,some results on the existence of invariant measure of bichains (Xn,Tn) are outlined.