弱条件下马氏链收敛速度的界  

On the Bounds for Convergence Rates of Markov Chains under the Weak Conditions

作　　者：符方健[1] 

机构地区：[1]琼台师范高等专科学校数理系,海口571100

出　　处：《西南大学学报（自然科学版）》2009年第7期49-52,共4页Journal of Southwest University(Natural Science Edition)

基　　金：国家自然科学基金资助项目(60574002);海南省自然科学基金资助项目(808250)

摘　　要：以m-骨架(m≥1)代替1-骨架,计算出马氏链Φ的几何收敛速度的界,从而推广了已有结论.Assume that φis a time-homogeneous discrete-time Markov chain with m-skeleton φ^m on the state space [0,∞）. Meyn and Tweedie have studied the bounds on convergence rates of Markov chains φwith conditions of 1-skeleton. This paper is an attempt to weaken those conditions, that is, it manages to change 1-skeleton into m-skeleton. At the same time, it calculates the bounds on geometric convergence rates of Markov chain 9 with weak conditions of m-skeleton （m ≥ 1） in order to generalize the result of Meyn and Tweedie.

关 键 词：马尔可夫链 弱条件 漂移不等式 f-遍历 收敛速度 

分 类 号：O211.62[理学—概率论与数理统计]