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随机环境中马氏链的强遍历性 被引量:5

Strong Ergodicity of Markov Chains in Random Environments
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摘要 对随机环境中马氏链,Cogburm(1984,1990)首先引入了初始时间在原点的弱遍历的概念,并且给出了链是弱遍历的一些条件,李应求,晏小兵,汪和松(2003)引入了初始时间在任意点的一致弱遍历的概念,并且给出了链是一致弱遍历的一些条件.借鉴上述思想,引入了初始时间在任意点的强遍历的概念,并且给出了链是强遍历的一些条件. For Markov chains in random environments, Cogbum(1984, 1990) firstly introduced weakly ergodic concept that 'starting time' is original point, and gave some conditions ensuring that the chains are weakly ergodic; Li Yingqiu, Yan Xiaobing, Wang He - song(2003) introduced uniformly weakly ergodic concept that 'starting time' is any point, and gave some conditions ensuring that the chains are uniformly weakly ergodic. The definitions of strongly ergodic-ity that 'starting time' is any point are introduced. Some conditions ensuring that the chains are strongly ergodic are giv-
出处 《湘潭大学自然科学学报》 CAS CSCD 2003年第3期126-130,共5页 Natural Science Journal of Xiangtan University
基金 Supported Natural Science Foundation of China(10271020) Mile一Youth Foundation of Hunan(00JJEY2141)
关键词 随机环境中马氏链 一致弱遍历性 强遍历性 θ链 Markov chains in random environments Uniformly weak ergodicity Strong ergodicity B-chain
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