This article is a continuation of[9].Based on the discussion of random Kolmogorov forward(backward)equations,for any given q-matrix in random environment, Q(θ)=(q(θ;x,y),x,y∈X),an infinite class of q-processes in random environments satisfying the random Kolmogorov forward(backward)equation is constructed.Moreover, under some conditions,all the q-processes in random environments satisfying the random Kolmogorov forward(backward)equation are constructed.
<正> There are two parts in this paper.In the first part we construct the Markov chain in randomenvironment(MCRE),the skew product Markov chain and p-θ~→ chain from a random transition matrixand a two-dimensional probability distribution,and in the second part we prove that the invarianceprinciple for p-θ→ chain,a more complex non-homogeneous Markov chain,is true under some reasonableconditions.This result is more powerful.
