摘要
本文将一般的全变差距离下的Dobrushin系数δ推广到加权的全变差下的δV,并利用δV系数得到了离散时间马氏链的几何遍历的判定准则.
We generalize the well-known Dobrushin coefficient 5 in total variation to weighted total variation δv, which gives a criterion for the geometric ergodicity of discrete-time Markov chains.
出处
《应用概率统计》
CSCD
北大核心
2013年第5期489-494,共6页
Chinese Journal of Applied Probability and Statistics
基金
supported in part by 985 Project(212011)
973 Project(2011CB808000)
the National Natural Science Foundation of China(11131003)
the Specialized Research Fund for the Doctoral Program of Higher Education(20100003110005)
the Fundamental Research Funds for the Central Universities
关键词
V范数
δv系数
几何遍历
V-norm, δv coefficient, geometric ergodicity.
