非时齐马氏过程的耦合基本定理

宋娟, 张铭

数学学报 ›› 2018, Vol. 61 ›› Issue (2) : 337-346.

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PDF(431 KB)
数学学报 ›› 2018, Vol. 61 ›› Issue (2) : 337-346. DOI: 10.12386/A2018sxxb0029
论文

非时齐马氏过程的耦合基本定理

    宋娟1, 张铭2
作者信息 +

The Fundamental Coupling Theorem for Inhomogeneous Markov Processes

    Juan SONG1, Ming ZHANG2
Author information +
文章历史 +

摘要

本文将耦合方法应用于非时齐马氏过程,推广了时齐情形的耦合基本定理,为后续研究非时齐马氏过程的耦合提供了理论基础.

Abstract

We apply the coupling method in inhomogeneous Markov processes, and generalize the fundamental coupling theorem of homogeneous Markov processes, which provides a theoretical basis for the further study of the coupling methord for inhomogeneous Markov processes.

关键词

非时齐马氏过程 / 耦合 / 耦合基本定理

Key words

inhomogeneous Markov processes / coupling / fundamental coupling theorem

引用本文

导出引用
宋娟, 张铭. 非时齐马氏过程的耦合基本定理. 数学学报, 2018, 61(2): 337-346 https://doi.org/10.12386/A2018sxxb0029
Juan SONG, Ming ZHANG. The Fundamental Coupling Theorem for Inhomogeneous Markov Processes. Acta Mathematica Sinica, Chinese Series, 2018, 61(2): 337-346 https://doi.org/10.12386/A2018sxxb0029

参考文献

[1] Chen M. F., From Markov Chains to Non-equilibrium Particle Systems, World Scientufic, Beijing, Second Edition, 2004.
[2] Chen M. F., Mao Y. H., Introduction to Stochastic Processes (in Chinese), Higher Education Press, Beijing, 2007.
[3] Lindvall T., Lectures on the Coupling Method, John Wiley and Sons, Inc., New York, 1992.
[4] Meyn S. P., Tweedie R. L., Markov Chains and Stochastic Stability, Springer-Verlag, London, 1996.
[5] Zhang Y. H., Conservation of coupled jump process (in Chinese), Journal of Beijing Normal University (Natural Science), 1994, 30(3):305-307.

基金

中国政法大学校级青年科学研究项目资助(1000-10817338)

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