The Regularity And Ergodicty Of Markov Chains

Markov chain is an important random process, It refers to the conditions now known as a random process what is happening in the future has nothing to do with what happened in the past. This nature of the Markov chain is called Markov property.With the development of modern science and technology, the Markov chain has been widely applied to various fields. The stochastic stability of Markov chain is an important part of the research of Markov chain,The study of stochastic stability is mainly to reserach irreducibility、recurrence and ergodicity of Markov chain.This paper studied related to the nature and mutual relations of the regularity, positive recurrence, ergodicity of Markov chain.