| 马尔科夫过程的强遍历性和一致衰减性 |
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| 引用本文： | 毛永华,欧阳顺湘.马尔科夫过程的强遍历性和一致衰减性[J].应用数学,2006,19(3):580-586. |
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| 作者姓名： | 毛永华 欧阳顺湘 |
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| 作者单位： | 北京师范大学数学科学学院,北京,100875 |
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| 基金项目： | 国家自然科学基金;国家重点基础研究发展计划(973计划) |
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| 摘 要： | 本文证明了黎曼流形上的非爆炸正Harris常返扩散过程的强遍历性等价于某(任)一紧集击中时期望的一致有界性;而马尔科夫过程一致衰减当且仅当爆炸时的期望一致有界.
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| 关 键 词： | 强遍历 一致衰减 马尔科夫过程 击中时 爆炸时 |
| 文章编号： | 1001-9847(2006)03-0580-07 |
| 收稿时间： | 2005-11-28 |
| 修稿时间： | 2005年11月28 |
Strong Ergodicity and Uniform Decay for Markov Processes |
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| MAO Yong-hua,OUYANG Shun-xiang.Strong Ergodicity and Uniform Decay for Markov Processes[J].Mathematica Applicata,2006,19(3):580-586. |
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| Authors: | MAO Yong-hua OUYANG Shun-xiang |
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| Institution: | School of Mathematical Sciences, Beijing Normal University, Beijing 100875, China |
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| Abstract: | It is proved that the strong ergodicity for nonexplosive positive Harris recurrence diffusion processes on Riemannian manifold is equivalent to the uniform boundness of the expectation of the hitting time of some compact set.It is also proved that the uniform decay for Markov processes is equivalent with the uniform boundness of the expectation of the explosion time.As applications,explicit criteria and concrete examples are also given. |
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| Keywords: | Strong ergodicity Uniform decay Hitting time Explosion time Markov process |
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