绕积Markov链的不变测度及遍历极限

绕积Markov链的不变测度及遍历极限 The Invariant Measure and Ergodic Limit for Skew Product Markov Chains 薛乃华 XUE Naihua 1 first-author 肖争艳 XIAO Zhengyan 1 胡迪鹤 HU Dihe 1 武汉大学数学科学学院,湖北,武汉,430072 武汉大学数学科学学院,湖北,武汉,430072 School of Mathematical Science, Wuhan University School of Mathematical Science, Wuhan University 对绕积Markov链的不变测度的存在唯一性条件、不变测度的分解、最小闭集的结构和绕积Markov链的遍历极限用HopfMarkov链的方法作了进一步的研究 ,获得了一些与经典Markov链类似的结果 .这些结果对研究随机环境的Markov链是有用的 . The necessary and sufficient conditions for invariant measure,the decompsition of invariant measure and the structure of minimal closed sets and the ergodic results for skew product Markov chains are investigated in this paper. We have obtained some results on these problems. The results are useful for the investigation for Markov chain in environments. 绕积Markov链 不变测度 遍历极限 最小闭集 skew product Markov chain invariant measure ergodic limit minimal closed set O211.62 国家自然科学基金!（1 9671 0 66）;教育部博士点基金!资助项目 （954861 3） 2001-01-01 2021-04-01 1