| 非齐次马尔科夫链遍历性的一些结果 |
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| 引用本文： | 陈永义.非齐次马尔科夫链遍历性的一些结果[J].系统科学与数学,1996,16(4):311-317. |
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| 作者姓名： | 陈永义 |
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| 作者单位： | 烟台大学数学与信息科学系，兰州大学数学系 |
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| 摘 要： | 本文利用两个非齐次马尔科夫链的转移矩阵列的比较，讨论了两个链启遍历性的关系，得到一个非齐次马尔科夫链是强遍历的一些充分条件．本文还分析了非齐次马尔科夫链的一致强、弱遍历性的关系，得到一个非齐次马尔科夫链是一致强遍历的一些充分条件．
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| 关 键 词： | 非齐次马尔科夫链，遍历性，δ－系数，矩阵范数 |
SOME RESULTS OF ERGODICITY FOR NONHOMOGENEOUS MARKOV CHAINS |
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| Chen Yongyi,Fu Zihui,Zhang Xueaxian.SOME RESULTS OF ERGODICITY FOR NONHOMOGENEOUS MARKOV CHAINS[J].Journal of Systems Science and Mathematical Sciences,1996,16(4):311-317. |
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| Authors: | Chen Yongyi Fu Zihui Zhang Xueaxian |
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| Institution: | (1)Department of Mathematics and Informatics, Yantai Universitg, Shandong 254005;(2)Department of Mathematics and Informatics, Yantai Universitg, Shandong 254005;(3)Department of Mathematics, Lanchou University, Lanzhou 730000 |
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| Abstract: | By the comparison of transition matrices of two nonhomogeneous Markov chains, we discuss the relations of ergodicity for the two chains and obtain some sufficient conditions for a nonhomogeneous Markov chain to be strongly ergodic. The relations of uniformstrong ergodicity and ulilform weall ergodicity for a nonhomogeneous Markov chain are analysedand some sufficient conditions of uniform strong ergodicity for a nonhomogeneous Markov chainare obtained. |
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