非齐次马尔科夫链遍历性的一些结果

SOME RESULTS OF ERGODICITY FOR NONHOMOGENEOUS MARKOV CHAINS

本文利用两个非齐次马尔科夫链的转移矩阵列的比较，讨论了两个链启遍历性的关系，得到一个非齐次马尔科夫链是强遍历的一些充分条件．本文还分析了非齐次马尔科夫链的一致强、弱遍历性的关系，得到一个非齐次马尔科夫链是一致强遍历的一些充分条件．

By the comparison of transition matrices of two nonhomogeneous Markov chains, we discuss the relations of ergodicity for the two chains and obtain some sufficient conditions for a nonhomogeneous Markov chain to be strongly ergodic. The relations of uniformstrong ergodicity and ulilform weall ergodicity for a nonhomogeneous Markov chain are analysedand some sufficient conditions of uniform strong ergodicity for a nonhomogeneous Markov chainare obtained.