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带马尔可夫切换的Q过程的遍历性(英文)

Ergodicity for Q-Processes with Markovian Switching
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摘要 本文应用Foster-Lyapunov不等式和耦合方法,研究了一类带马尔可夫切换的Q过程的指数遍历性和强遍历性;同时,也构造了一些关于这类带马尔可夫切换的Q过程的耦合,并证明某些耦合是成功的。 Exponential ergodicity and strong ergodicity for a form of Q-processes with Markovian switching axe considered by virtue of the Foster-Lyapunov inequality and the coupling methods respectively. Meanwhile, some couplings of this form of Q-processes with Maxkovian switching axe constructed, and a coupling is proved to be successful.
作者 席福宝
机构地区 北京理工大学数学系
出处 《应用概率统计》 CSCD 北大核心 2009年第3期225-237,共13页 Chinese Journal of Applied Probability and Statistics
基金 supported in part by the National Natural Science Foundation of China(10671037).
关键词 遍历性 Q过程 马尔可夫切换 Foster-Lyapunov不等式 耦合. Ergodicity, Q-process, Markovian switching, Foster-Lyapunov inequality, coupling.
分类号 O211.62 [理学—概率论与数理统计] O151.21 [理学—基础数学]
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参考文献16

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应用概率统计
2009年 第3期

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