At first, we give the definition of random transition matrix and MCRE, then construct the Markov chain in random environment ( MCRE), the skew product Markov chain and p-6 from a family of random transition matrices and a probability measure in infinitely dimensional space. 本文首先给出了随机转移矩阵和MCRE的定义,并由一族随机转移矩阵和无穷维乘积空间空间上的一个概率测度构造MCRE,绕积马氏链和p-(?)链。