Open Access
November, 1982 Finite Markov Chains in Stationary Random Environments
Kurt Nawrotzki
Ann. Probab. 10(4): 1041-1046 (November, 1982). DOI: 10.1214/aop/1176993725

Abstract

A formulation of a Markov chain in a stationary random environment is given, and for the case of finite state space, necessary and sufficient conditions are found under which a state of the chain is inessential, positively essential or properly essential. It is shown that in this case improperly essential states cannot exist.

Citation

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Kurt Nawrotzki. "Finite Markov Chains in Stationary Random Environments." Ann. Probab. 10 (4) 1041 - 1046, November, 1982. https://doi.org/10.1214/aop/1176993725

Information

Published: November, 1982
First available in Project Euclid: 19 April 2007

zbMATH: 0501.60088
MathSciNet: MR672304
Digital Object Identifier: 10.1214/aop/1176993725

Subjects:
Primary: 60J99

Keywords: classification of states , improperly essential , inessential , Markov chains in random environments , positively essential , properly essential , stationary environments

Rights: Copyright © 1982 Institute of Mathematical Statistics

Vol.10 • No. 4 • November, 1982
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