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Relationships among Markov chains in random environments and joint Markov chains. (Chinese. English summary) Zbl 1110.60304
Summary: Relationships among Markov chains in single infinite random environments, Markov chains in bi-infinite random environments, joint Markov chains and original processes are solved more satisfactorily. Especially, some misunderstandings are clarified, and the wrong conclusions among them are corrected. These offer very distinct basic concepts for the further study of Markov chains in random environments.

MSC:
60J10 Markov chains (discrete-time Markov processes on discrete state spaces)
60F05 Central limit and other weak theorems
60K37 Processes in random environments
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