A formulation of a Markov chain in a stationary random environment is given, and for the case of finite state space, necessary and sufficient conditions are found under which a state of the chain is inessential, positively essential or properly essential. It is shown that in this case improperly essential states cannot exist.
Publié le : 1982-11-14
Classification:
Markov chains in random environments,
stationary environments,
classification of states,
inessential,
improperly essential,
properly essential,
positively essential,
60J99
@article{1176993725,
author = {Nawrotzki, Kurt},
title = {Finite Markov Chains in Stationary Random Environments},
journal = {Ann. Probab.},
volume = {10},
number = {4},
year = {1982},
pages = { 1041-1046},
language = {en},
url = {http://dml.mathdoc.fr/item/1176993725}
}
Nawrotzki, Kurt. Finite Markov Chains in Stationary Random Environments. Ann. Probab., Tome 10 (1982) no. 4, pp. 1041-1046. http://gdmltest.u-ga.fr/item/1176993725/