RETRACTED: Fixed point theorems and explicit estimates for convergence rates of continuous time Markov chains (Retracted Article)
被引:5
作者:
Yan, Zhenhai
论文数: 0引用数: 0
h-index: 0
机构:
Cent S Univ, Sch Math & Stat, Changsha 410083, Hunan, Peoples R China
Henan Univ Econ & Law, Sch Stat, Zhengzhou 450046, Henan, Peoples R ChinaCent S Univ, Sch Math & Stat, Changsha 410083, Hunan, Peoples R China
Yan, Zhenhai
[1
,2
]
Yan, Guojun
论文数: 0引用数: 0
h-index: 0
机构:
Zhengzhou Univ, Sch Math & Stat, Zhengzhou 450001, Henan, Peoples R ChinaCent S Univ, Sch Math & Stat, Changsha 410083, Hunan, Peoples R China
Yan, Guojun
[3
]
Miyamoto, Ikudol
论文数: 0引用数: 0
h-index: 0
机构:
Nagoya Univ, Gra Sch Math, Chikusa Ku, Nagoya, Aichi 4648601, JapanCent S Univ, Sch Math & Stat, Changsha 410083, Hunan, Peoples R China
Miyamoto, Ikudol
[4
]
机构:
[1] Cent S Univ, Sch Math & Stat, Changsha 410083, Hunan, Peoples R China
[2] Henan Univ Econ & Law, Sch Stat, Zhengzhou 450046, Henan, Peoples R China
[3] Zhengzhou Univ, Sch Math & Stat, Zhengzhou 450001, Henan, Peoples R China
[4] Nagoya Univ, Gra Sch Math, Chikusa Ku, Nagoya, Aichi 4648601, Japan
来源:
FIXED POINT THEORY AND APPLICATIONS
|
2015年
关键词:
exponential ergodicity;
Markov chain;
fixed point theorem;
Poisson point process;
BOUNDS;
D O I:
10.1186/s13663-015-0443-x
中图分类号:
O29 [应用数学];
学科分类号:
070104 ;
摘要:
In this paper we give Banach fixed point theorems and explicit estimates on the rates of convergence of the transition function to the stationary distribution for a class of exponential ergodic Markov chains. Our results are different from earlier estimates using coupling theory, and from estimates using stochastically monotone one. Our estimates show a noticeable improvement on existing results if Markov chains contain instantaneous states or nonconservative states. The proof uses existing results of discrete time Markov chains together with h-skeleton. At last, we apply this result, Ray-Knight compactification and Ito excursion theory to two examples: a class of singular Markov chains and Kolmogorov matrix.
机构:
Univ Illinois, Coordinated Sci Lab, 1101 West Springfield Ave, Urbana, IL 61801 USAUniv Illinois, Coordinated Sci Lab, 1101 West Springfield Ave, Urbana, IL 61801 USA
Meyn, Sean P.
Tweedie, R. L.
论文数: 0引用数: 0
h-index: 0
机构:Univ Illinois, Coordinated Sci Lab, 1101 West Springfield Ave, Urbana, IL 61801 USA
机构:
Univ Illinois, Coordinated Sci Lab, 1101 West Springfield Ave, Urbana, IL 61801 USAUniv Illinois, Coordinated Sci Lab, 1101 West Springfield Ave, Urbana, IL 61801 USA
Meyn, Sean P.
Tweedie, R. L.
论文数: 0引用数: 0
h-index: 0
机构:Univ Illinois, Coordinated Sci Lab, 1101 West Springfield Ave, Urbana, IL 61801 USA