一般状态空间马氏链非遍历性研究

Investigation of the Nonergodicity of Markov Chains with General State Space

本文研究了一般状态空间上遍历的马氏链关于其不变概率测度的广义期望漂移的性质,给出了一般状态空间马氏链非遍历的一个充分条件。主要结果较R.L.TWeedie(1976)关于零性的结论更具一般性。

In this paper, the generalized mean drift of ergodic Markov chains is studied. A sufficient condition is given for the nonergodicity of Markov chains with general state space. Our main result is an improvement on the result for nullity given by R. L. Tweedie in 1976.