PDF(348 KB)
PDF(348 KB)
PDF(348 KB)
用耦合方法研究马氏链f-指数遍历
Study of f-exponent Ergodic of Markov Chains by Coupling Method
该文在一般状态空间下研究马氏链指数遍历性，指数遍历马氏链，增加条件π（fp）<∞，p>1，利用耦合方法得到了存在满的吸收集，使得马氏链在其上是f-指数遍历的.
We investigate the ergodic property of Markov chains in general state space, an exponentially ergodic conclusion Markov chains, adding conditions π(fp)<∞,p＞1. By using the coupling method, there exists the full absorption set, such that the Markov chain is f-exponentially ergodic on it.
马氏链 / 耦合 / f-范数 / 指数遍历 {{custom_keyword}} /
Markov chains / coupling / f-norm / exponential ergodic {{custom_keyword}} /
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湖北工程学院科研基金资助项目（201506）
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