| 二重非齐次马氏链的遍历性及其应用 |
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| 引用本文： | 方舒.二重非齐次马氏链的遍历性及其应用[J].数学研究,2010,43(1):55-66. |
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| 作者姓名： | 方舒 |
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| 作者单位： | 安徽师范大学数学计算机科学学院,安徽,芜湖,241000 |
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| 基金项目： | 安徽省教育厅自然科学基金，安徽省高等学校青年教师科研资助基金项目 |
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| 摘 要： | 给出二重非齐次马氏链的强遍历性，绝对平均强遍历性，Cesaro平均收敛的概念．利用二维马氏链的遍历性和C-K方程，建立了二维马氏链与二重非齐次马氏链遍历性的关系．并讨论了齐次二重马氏链绝对平均强遍历与强遍历的等价性．最后给出Cesaro平均收敛在马氏决策过程和信息论中应用．
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| 关 键 词： | 二重马氏链 强遍历性 绝对平均强遍历性 Cesazo平均收敛 熵塞 |
The Ergodic and its Applications for 2 Order Nonhomogeneous Markov Chains |
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| Fang Shu.The Ergodic and its Applications for 2 Order Nonhomogeneous Markov Chains[J].Journal of Mathematical Study,2010,43(1):55-66. |
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| Authors: | Fang Shu |
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| Institution: | Fang Shu (College of Mathematics , Computer Science,Anhui Normal University,Wuhu Anhui 241000) |
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| Abstract: | The notions of strong ergodic,the absolute average strong ergodic and Cesaro average convergence for 2 order nonhomogeneous Markov chains are defined.Based on the strong ergodic and establishing C-K equation,we discuss the relation of of the two dimensionality Markov chains and 2 order Markov chains.And we give the equivalence between the absolute average strong ergodic and strong ergodic for 2 order homogeneous Markov chains.Finally,we give some applications of this notion on Markov decision processes and ... |
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| Keywords: | 2 order Markov chains strong ergodic absolute average strong ergodic Cesaro average convergence entropy rate |
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