Font Size: a A A

The Study Of The Skew Product Markov Chains

Posted on:2008-06-01Degree:MasterType:Thesis
Country:ChinaCandidate:L MaFull Text:PDF
GTID:2120360218457584Subject:Probability theory and mathematical statistics
Abstract/Summary:PDF Full Text Request
This paper is composed of three chapters.In the first chapter,it gives the definition of Markov chains in random environments and the construction of skew product Markov chains.In the second chapter,firstly we study the definition and property of characteristic number of the skew product Markov chains of characteristic num-ber;Secondly,some properties of the states and sets of skew product Markov chains are studied;Lastly,with giving the definition for period and strong period of states,we discuss some properties of period.In the third chapter ,the relation between the existence of invariant measure in coupling space of skew product Markov chains and the existence of invariant measure in skew product Markov chains is gived.
Keywords/Search Tags:random environments, skew product Markov chains, essential, inessential, properly essential, improperly essential, strong recurrence, closed set, lead, period, strong period, indecomposable
PDF Full Text Request
Related items