RECURRENCE AND INVARIANE MEASURE OF MARKOV CHAINS IN RANDOM ENVIRONMENTS
Xudong Huang · Journal of Anhui Normal University · 2004
In this paper, recurrence of strongly π-irreducible Markov chains in random environment is discussed, then a criterion for recurrece of strongly π-irreducible Markov chains in random environments is obtained. The concept of weakly invariant measure of single chain X→ is firstly put forward.=