一般状态空间马氏链随机泛函的矩  

The Moments of Stochastic Functional for Markov Chains on General State Space

作　　者：张水利[1] 白秀琴[1] 屈聪[1] 

机构地区：[1]平顶山学院数学与信息科学学院,河南平顶山467000

出　　处：《数学的实践与认识》2016年第5期246-250,共5页Mathematics in Practice and Theory

基　　金：河南省教育厅科学技术研究重点项目;平顶山学院高层次人才科研启动经费资助〔PXYBSQD2016006)

摘　　要：研究了一般状态空间马氏链随机泛函的矩,利用最小非负解理论,得到了随机泛函的矩是相应方程的最小非负解,作为应用,证明了随机泛函的矩与漂移条件等价.In this paper,we research the moments of stochastic functional for Markov chains on general state space,by using the theory of minimal nonnegative solutions,we obtain the minimal nonnegative solutions to corresponding equation is the moments of stochastic functional,as application,the equivalence of the moments of stochastic functional and drift condition are proved.

关 键 词：马氏链 随机泛函 最小非负解 

分 类 号：O211.6[理学—概率论与数理统计]