关于可列非齐次马氏链的广义C-强遍历性The generalized C-strong ergodicity for countable nonhomogeneous Markov chain
张艳;杨卫国;
摘要(Abstract):
马氏链遍历性理论在生物,数值计算,信息理论,自动控制,近代物理和公用事业中的服务系统等众多领域都有着广泛的应用,马氏链的C-强遍历性是马氏链遍历性理论的重要内容.本文给出了马氏链C-强遍历性的一个推广,首先给出了在可列状态空间取值的非齐次马氏链的广义C-强遍历性和广义一致C-强遍历性的概念,然后研究这两种遍历性成立的充分条件.
关键词(KeyWords): 可列非齐次马氏链;广义C-强遍历性;广义一致C-强遍历性
基金项目(Foundation): 国家自然科学基金(11571142)
作者(Authors): 张艳;杨卫国;
参考文献(References):
- [1]Isaacson D,Madsen R.Markov Chains Theory and Application[M].New York:Wiley,1976.
- [2]Yang W G.Strong law of large numbers for countable nonhomogeneous Markov chains[J].Linear Algebra Appl.,2009,430:3008-3018.
- [3]Bowerman B,David H T,Isaacson D.The convergence of Ces`aro averages for certain nonstationary Markov chains[J],Stochastic Process.Appl.,1977,5:221-230.
- [4]Yang W G.Covergence in the Cesaro sense and strong law of large numbers for nonhomogeneous markov chains[J].Linear Algebra Appl.,2002,354:275-288.
- [5]Jarner S F,Roberts G O.Polynomial convergence rates of Markov chains[J].Ann.Appl.Probab.,2002,12:224-247.
- [6]张弘知,郝瑞丽,叶中行,等.可列非齐次马氏链的强极限定理[J].应用概率统计,2016,32(1):62-68.