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Abstract

We consider Markov chains in stationary random environments. The conservative set C of the corresponding skew Markov chain of this process can be thought of as a recurrent set of a standard Markov chain. In some simpler cases, we give some sufficient conditions under which the conservative set C can be decomposed into at most countable minimal closed sets.

Key words  Markov chains - environmental processes - conservative sets

The work supported by the Science Foundation of Shanghai Municipal Commission of Education (97AJ06)

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