随机环境中马氏链的一致弱遍历性(英文)  

Uniformly Weak Ergodicity of Markov Chainsin Random Environments

作　　者：李应求[1] 晏小兵[1] 汪和松[1] 

机构地区：[1]长沙理工大学应用数学研究所,湖南长沙410077

出　　处：《长沙电力学院学报（自然科学版）》2003年第3期1-3,共3页JOurnal of Changsha University of electric Power:Natural Science

基　　金：NNSFofChina(10271020)andHunanProvincialFoundationforYoungandMiddleagedPeople( 0 0JJEY2 1 41)

摘　　要：Cogburn(1984,1990)首先引入了初始时间在原点的弱遍历的概念,并且给出了随机环境中马氏链是弱遍历的一些条件.借鉴Cogburn的思想,对随机环境中马氏链,引入了初始时间在任意点的一致弱遍历的概念,并且给出了随机环境中马氏链是一致弱遍历的一些条件.Cogburn(1984,1990) first introduced the concept for weakly ergodic that 'starting time' is original point, and gave some conditions ensuring that Markov chains in random environments are weakly ergodic.Using the ideas of cogburn, for Markov chains in random environments, the definition of uniformly weakly ergodic that 'starting time' is any point are introduced. Some conditions ensuring that Markov chains in random environments are uniformly weakly ergodic are given.

关 键 词：马氏链 一致弱遍历性 随机过程 随机环境 概率论 初始时间 

分 类 号：O211.62[理学—概率论与数理统计]