马尔科夫过程的强遍历性和一致衰减性(英文)  

Strong Ergodicity and Uniform Decay for Markov Processes

作　　者：毛永华[1] 欧阳顺湘[1] 

机构地区：[1]北京师范大学数学科学学院,北京100875

出　　处：《应用数学》2006年第3期580-586,共7页Mathematica Applicata

基　　金：Supported in part by NNSFC (10121101 ,10301007) ;RFDD (20040027009) and the 973-Project

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.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.

关 键 词：强遍历 一致衰减 马尔科夫过程 击中时 爆炸时 

分 类 号：O211.6[理学—概率论与数理统计]