应用概率统计
應用概率統計
응용개솔통계
CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS
2009年
3期
225-237
,共13页
遍历性%Q过程%马尔可夫切换%Foster-Lyapunov不等式%耦合
遍歷性%Q過程%馬爾可伕切換%Foster-Lyapunov不等式%耦閤
편력성%Q과정%마이가부절환%Foster-Lyapunov불등식%우합
Ergodicity%Q-process%Markovian switching%Foster-Lyapunov inequality%cou-pling
本文应用Foster-Lyapunov不等式和耦合方法,研究了一类带马尔可夫切换的Q过程的指数遍历性和强遍历性;同时,也构造了一些关于这类带马尔可夫切换的Q过程的耦合,并证明某些耦合是成功的.
本文應用Foster-Lyapunov不等式和耦閤方法,研究瞭一類帶馬爾可伕切換的Q過程的指數遍歷性和彊遍歷性;同時,也構造瞭一些關于這類帶馬爾可伕切換的Q過程的耦閤,併證明某些耦閤是成功的.
본문응용Foster-Lyapunov불등식화우합방법,연구료일류대마이가부절환적Q과정적지수편력성화강편력성;동시,야구조료일사관우저류대마이가부절환적Q과정적우합,병증명모사우합시성공적.
Exponential ergodicity and strong ergodicity for a form of Q-processes with Markovian switch-ing are considered by virtue of the Foster-Lyapunov inequality and the coupling methods respec-tively. Meanwhile, some couplings of this form of Q-processes with Markovian switching are con-structed, and a coupling is proved to be successful.
