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| 随机单调的离散时间马氏链强遍历速度的估计I | |
| 引用本文： | 刘源远. 随机单调的离散时间马氏链强遍历速度的估计I[J]. 经济数学, 2009, 26(3): 76-78 |
| 作者姓名： | 刘源远 |
| 作者单位： | 中南大学,数学学院概率统计研究所,湖南,长沙,410075 |
| 基金项目： | 国家自然科学基金资助项目 |
| 摘 要： | 研究了离散时间马氏链的强遍历性，对随机单调的离散时间马氏链，给出了最大强遍历收敛速度的下界估计。 |
| 关 键 词： | 强遍历 随机单调 离散时间马氏链 |
ESTIMAION OF THE STRONGLY ERGODIC CONVERGENCE RATE FOR STOCHASTICALLY MONOTONE DISCRETE-TIME MARKOV CHAINS |
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| LIU Yuan-yuan. ESTIMAION OF THE STRONGLY ERGODIC CONVERGENCE RATE FOR STOCHASTICALLY MONOTONE DISCRETE-TIME MARKOV CHAINS[J]. Mathematics in Economics, 2009, 26(3): 76-78 | |
| Authors: | LIU Yuan-yuan |
| Affiliation: | LIU Yuan-yuan (Institute of Probability and Statistics, Central South University, Changsha, Hunan 410075) |
| Abstract: | Strong ergodicity was investigated, and the lower bound estimation of the largest strongly ergodic convergence rate was obtained for stochastically monotone discrete-time Markov chains. |
| Keywords: | strong ergodicity stochastic monotonicity discrete time Markov chains |
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