Recurrence for Markov Chains in Doubly Infinite Random Environments

Zhaoli Jia · Gongcheng shuxue xuebao · 2007

The recurrence-transience criteria aboutπ-irreducible Markov chains in doubly infinite random environments are discussed by using relevant theories of Markov chains. Some equivalence conditions forπ-irreducible Markov chains in doubly infinite random environments being recurrence are obtained, and get a sufficient condition which stronglyπ-irreducible Markov chains are recurrence. Moreover, we also discuss the relations among the states forπ-irreducible Markov chains in doubly infinite random environments.

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