The Convergence of Nonhomogeneous Markov Chains in General State Spaces by the Coupling Method

被引：0

作者：

Zhu, Zhifeng ^{[1
,2
]}

Zhang, Shaoyi ^{[3
]}

Tian, Fanji ^{[3
]}

机构：

[1] Hubei Engn Univ, Sch Math & Stat, Xiaogan 432000, Peoples R China

[2] Wuhan Univ Sci & Technol, Hubei Prov Key Lab Syst Sci Met Proc, Wuhan 430081, Peoples R China

[3] Hubei Univ, Hubei Key Lab Appl Math, Sch Math & Stat, Wuhan 430062, Peoples R China

来源：

ACTA MATHEMATICA SCIENTIA | 2021年 / 41卷 / 05期

关键词：

f norm; coupling; nonhomogeneous Markov chains; convergence; ERGODICITY;

D O I：

10.1007/s10473-021-0523-4

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We investigate the convergence of nonhomogeneous Markov chains in general state space by using the f norm and the coupling method, and thus, a sufficient condition for the convergence of nonhomogeneous Markov chains in general state space is obtained.

引用

页码：1777 / 1787

页数：11

共 10 条

[1]

Chen M-F., 2004, From Markov Chains to Non-Equilibrium Particle Systems, V2, DOI [10.1142/5513, DOI 10.1142/5513]

[2]

Gong GL., 2004, COURSE APPIED STOCHA

[3] INEQUALITIES IN THEOREMS OF ERGODICITY AND STABILITY FOR MARKOV-CHAINS WITH COMMON PHASE-SPACE .1. [J].

KARTASHOV, NV .

THEORY OF PROBABILITY AND ITS APPLICATIONS, 1986, 30 (02) :247-259

[4]

Lindvall T., 1992, LECT COUPLING METHOD

[5]

Meyn S.P., 2008, MARKOV CHAINS STOCHA, V2nd

[6] ERGODIC PROPERTIES OF NONHOMOGENEOUS MARKOV CHAINS DEFINED ON ORDERED BANACH SPACES WITH A BASE [J].

Mukhamedov, F. .

ACTA MATHEMATICA HUNGARICA, 2015, 147 (02) :294-323

[7] WEAK ERGODICITY OF NONHOMOGENEOUS MARKOV CHAINS ON NONCOMMUTATIVE L1-SPACES [J].

Mukhamedov, Farrukh .

BANACH JOURNAL OF MATHEMATICAL ANALYSIS, 2013, 7 (02) :53-73

[8]

Zhang S Y., 2000, EXISTENCE APPL OPTIM

[9]

[朱志锋 Zhu Zhifeng], 2019, [数学学报, Acta Mathematica Sinica], V62, P287

[10]

[朱志锋 Zhu Zhifeng], 2018, [数学物理学报. A辑, Acta Mathematica Scientia], V38, P963

← 1 →