RETRACTED: Fixed point theorems and explicit estimates for convergence rates of continuous time Markov chains (Retracted Article)

被引:5
作者
Yan, Zhenhai [1 ,2 ]
Yan, Guojun [3 ]
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.
引用
收藏
页数:18
相关论文
共 15 条