摘要：In this paper, we introduce a class of nonlinear time series models with random time delay under random environment, sufficient conditions for nonergodicity of these models are developed. The so-called Markovnization methods are used, that is, proper supplementary variables are added to a non-Markov process, then a new Markov process can be obtained. MSC:60J05, 60J10, 60K37.
关键词：Markov chains ; random delay ; random environment ; nonergodic
