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| 几类遍历性的显式判别准则 | |
| 引用本文： | 陈木法. 几类遍历性的显式判别准则[J]. 应用概率统计, 2001, 17(2): 113-120 |
| 作者姓名： | 陈木法 |
| 作者单位： | 北京师范大学数学系 |
| 基金项目： | Research supported in part by 973 Project, NSFC and the State Education Commission of China. This paper is based on a talk pre |
| 摘 要： | 关于一维扩散过程或生灭过程的几类遍历性，新近很快地找到了显式判别准则，详见表5．1和5．2，其一是生灭过程的指数遍历性判准，曾是马链的一个长期未解问题，有趣的是，此论题与多个数学分支有关，我们详细介绍后一问题的想法，也建议了若干进一步研究课题。 |
| 关 键 词： | 扩散过程 生灭过程 遍历性 显式判别准则 主特征值 马氏链 |
| 修稿时间： | 2000-11-08 |
Explicit Criteria for Several Types of Ergodicity |
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| MUFA CHEN. Explicit Criteria for Several Types of Ergodicity[J]. Chinese Journal of Applied Probability and Statisties, 2001, 17(2): 113-120 | |
| Authors: | MUFA CHEN |
| Abstract: | The explicit criteria, collected in Tables 5.1 and 5.2, for several types of ergodicity of one-dimensional diffusions or birth-death processes have been found out recently in a surprisingly short period. One of the criteria is for exponential ergodicity of birth-death processes. This problem has been opened for a long time in the study of Markov chains. The survey article explains in details the idea which leads to solve the problem just mentioned. It is interesting that the problem is connected with several branches of mathematics. Some open problems for the further study are also proposed. |
| Keywords: | Birth-death process diffusion ergodicity principle eigenvalue |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ | |