The skew product Markov chain
Jian Xin Zhou · 2001
The process of the construction of the skew product Markov Chain on the basic of the Markov Chain in random environments is introduced and the existence of the skew product Markov Chain is proven, taking the given P(θ ) as the transition probability. The Markov Chain in random environments by studying the skew product Markov chain , can be studied when the environment space and the state space are countable.