| 摘要: |
| 主要研究了随机矩阵的一些性质,给出了无穷多个随机矩阵乘积收敛的充分条件,从而得到随机环境中马氏链转移概率的极限性质,利用这一性质可以说明一些文献所出现的错误结论. |
| 关键词: 随机环境 马氏链 随机矩阵 互通 常返 |
| DOI： |
| 分类号: |
| 基金项目: |
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| The random matrix and Markov chains in random environments |
|
FEI Shi-long; REN Min
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| Abstract: |
| In this thesis,several properties about random matrix are discussed,then the sufficient conditions for the direct convergence of products of limitless random matrixes are obtained and then the properties of the limit of the transition probability of Markov chains in random environment are obtained.These properties demonstrate that some wrong assertions are also presented in some literatures. |
| Key words: Markov chains in random environments random matrix communication recurrence |
