The classification and period of states for Markov chain in random environment

DOI10.1016/S0252-9602(17)30257-6MaRDI QIDQ1774232zbMATH OpenOpenAlexFDO

Authors Dihe Hu

Publication date 29 April 2005

Published in Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0252-9602(17)30257-6

zbMATH Keywords

Markov chain statesperiod of Markov chain statesrecurrent statetransient state

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Processes in random environments (60K37)

Review text

This article continues the author's theoretical approach and results in [Chin. Ann. Math., Ser. A 25, No.~1, 65--78 (2004; Zbl 1054.60072)] related to the concept of \(p-m\) chain, where \(m\) is a probability measure and \(p\) is a ``measurable transition function. The aim of the present paper is to investigate the classification and period of states for Markov chains in a random environment. Section 1 defines three types of communication between two states (regular, minimal, and positive), considers three kinds of states (essential-inessential, properly-improperly essential, and recurrent-transient), and establishes their basic properties. Section 2 introduces two kinds of period of a state and shows that the period is a ``class property, i.e. if two states \(x\) and \(y\) belong to the same class, then the period of \(x\) is equal to the period of \(y\).

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