The two possible concepts of recurrence are introduced into the research field of Markov chains in bi-infinite random environments,and their connections and basic properties are discussed.Some criteria for states or chains to be recurrent are given.The existence of invariant measure of recurrent Markov chains in bi-infinite random environments are discussed.The concepts of positivity and nullity for Markov chains in bi-infinite random environments are firstly introduced,and their properties are discussed.Especially some criteria for states to be positive or null are given by making use of more powerful tools such as theories of invariant functions.
LI Ying-Qiu.
Recurrent Markov Chains in Bi-infinite Random Environments. Acta Mathematica Sinica, Chinese Series, 2007, 50(5): 1099-111 https://doi.org/10.12386/A2007sxxb0129