带马尔可夫切换的Q过程的遍历性(英文)  

Ergodicity for Q-Processes with Markovian Switching

作　　者：席福宝[1] 

机构地区：[1]北京理工大学数学系,北京100081

出　　处：《应用概率统计》2009年第3期225-237,共13页Chinese Journal of Applied Probability and Statistics

基　　金：supported in part by the National Natural Science Foundation of China(10671037).

摘　　要：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。Exponential ergodicity and strong ergodicity for a form of Q-processes with Markovian switching axe considered by virtue of the Foster-Lyapunov inequality and the coupling methods respectively. Meanwhile, some couplings of this form of Q-processes with Maxkovian switching axe constructed, and a coupling is proved to be successful.

关 键 词：遍历性 Q过程 马尔可夫切换 Foster-Lyapunov不等式 耦合. 

分 类 号：O211.62[理学—概率论与数理统计] O151.21[理学—数学]