| 随机有序马尔可夫链收敛速度显式界的注记 |
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| 引用本文： | 符方健.随机有序马尔可夫链收敛速度显式界的注记[J].数学的实践与认识,2010,40(20). |
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| 作者姓名： | 符方健 |
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| 基金项目： | 国家自然科学基金，海南省自然科学基金 |
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| 摘 要： | 弱化Scott与Tweedie在计算马氏链收敛速度界时的条件,即变一步转移概率为m(m≥1)步转移概率,并运用不同于Scott与Tweedie的方法,计算出马氏链几何收敛速度r~n的界,从而推广了已有的结论.
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| 关 键 词： | 马尔可夫链 m-骨架 漂移不等式 f-遍历 收敛速度 |
Notes on Explicit Bounds for Convergence Rates of Stochastically Ordered Markov Chains |
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| FU Fang-jian.Notes on Explicit Bounds for Convergence Rates of Stochastically Ordered Markov Chains[J].Mathematics in Practice and Theory,2010,40(20). |
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| Authors: | FU Fang-jian |
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| Abstract: | Scott and Tweedie find condition under which there are bounds on the conve'rgence rates of Markov chains.This paper is an attempt to weaken that condition,that is,I manage to change one-step transition probability into m-step transition probability.At the same time,by using the different means from Scott and Tweedie,I compute the bounds for geometric convergence rates r~n of Markov chains,and therefore generalize the existent results. |
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| Keywords: | Markov chains m-skeleton drift inequality f-ergodic convergence rate |
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