摘要
This paper studies the lergodicity for discrete-time recurrent Markov chains. It proves that thel-order deviation matrix exists and is finite if and only if the chain is (l+ 2)-ergodic, and then the algebraic decay rates of then-step transition probability to the stationary distribution are obtained. The criteria forl-ergodicity are given in terms of existence of solution to an equation. The main results are illustrated by some examples.
This paper studies the e-ergodicity for discrete-time recurrent Markov chains. It proves that thee-order deviation matrix exists and is finite if and only if the chain is (e + 2)-ergodic, and then the algebraicdecay rates of the n-step transition probability to the stationary distribution are obtained. The criteria fore-ergodicity are given in terms of existence of solution to an equation. The main results are illustrated by some examples.
基金
This work was supported in part by the 973 Project
the Research Fund for the Doctoral Program of Higher Education(Grant No.20010027007)
the National Natural Science Foundation of China(Grant No,10121101)
the National Natural Science Foundation of China for Distinguished Young Scholars(Grant No.10025105).
