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Existence of the optimal measurable coupling and ergodicity for Markov processes 被引量:4

Existence of the optimal measurable coupling and ergodicity for Markov processes
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摘要 The existence theorem of the optimal measurable coupling of two probability kernels on a complete separable metric measurable space is proved. Then by this theorem, a general ergodicity theorem for Markov processes is obtained. And as an immediate application to particle systems the uniqueness theorem of the stationary distribution is supplemented, i.e. the uniqueness theorem also implies the existence of the stationary distribution. The existence theorem of the optimal measurable coupling of two probability kernels on a complete separable metric measurable space is proved. Then by this theorem, a general ergodicity theorem for Markov processes is obtained. And as an immediate application to particle systems the uniqueness theorem of the stationary distribution is supplemented, i.e. the uniqueness theorem also implies the existence of the stationary distribution.
作者 张绍义
出处 《Science China Mathematics》 SCIE 1999年第1期58-67,共10页 中国科学:数学(英文版)
关键词 probability KERNEL OPTIMAL measurable COUPLING MARKOV process. probability kernel optimal measurable coupling Markov process
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