m重有限非齐次马氏链的遍历性  

Ergodicity for m Order Finite Nonhomogeneous Markov Chains

作　　者：汪进[1] 

机构地区：[1]江苏大学理学院,江苏镇江212013

出　　处：《安徽工业大学学报（自然科学版）》2006年第2期227-231,238,共6页Journal of Anhui University of Technology（Natural Science）

基　　金：国家自然科学基金资助项目(10571076)

摘　　要：给出m重有限非齐次马氏链强、弱遍历性的概念,利用高阶马氏链与一阶马氏链之间的转化关系,研究多重有限非齐次马氏链的遍历性,得到一个m重有限非齐次马氏链分别满足这种强、弱遍历性的条件。并在建立了多重马氏链的C-K方程的基础上,利用两个m阶转移矩阵的比较,讨论了两个矩阵遍历性的关系,得到了一个m重有限非齐次马氏链是强遍历的一个条件,将高阶齐次马氏链遍历性的结果推广到多重有限非齐次马氏链上。The notions of the strongly ergodic and weakly ergodic for m order finite nonhomogeneous Markov chains are defined.Based on establishing C-K, equation of the multiple Markov chains,the conditions under which a m order finite nonhomogeneous Markov chains possesses the kind of strongly ergodic and weakly ergodic are obtained respectively by applying the relations between multiple Markov chains and Markov chains and the comparison of two m order transition matrices.Some results about ergodicity for multiple homogeneous Markov chains are extended to multiple finite nonhomogeneous Markov chains.

关 键 词：m重有限非齐次马氏链 弱遍历性 强遍历性 

分 类 号：O211.62[理学—概率论与数理统计]