数学杂志2016，Vol.36Issue(5)：1097-1102,6.
连续时间非时齐马氏过程的广义Dobrushin系数的估计
THE ESTIMATE OF GENERALIZED ERGODIC COEFFICIENT FOR CONTINUOUS-TIME INHOMOGENEOUS MARKOV PROCESSES
摘要
Abstract
In this paper, we study the estimate of the generalized ergodic coefficient for inhomogeneous Markov processes. On the basis of the generalization of the classical Dobrushin ergodic coefficient and using the matrix, we obtain the estimate of the generalized ergodic coefficient, which extends the result of the estimation of the ergodic coefficient for homogeneous Markov processes, with which we can get a criterion for the geometric ergodicity.关键词
非时齐马氏过程/遍历系数/V范数Key words
inhomogeneous Markov processes/ergodic coefficient/V-norm分类
数理科学引用本文复制引用
宋娟,张铭..连续时间非时齐马氏过程的广义Dobrushin系数的估计[J].数学杂志,2016,36(5):1097-1102,6.基金项目
中国政法大学青年教师科研启动资助项目(10816108) （10816108）
国家社科项目“社交网络对社会稳定性影响的统计研究”(15CTJ006) （15CTJ006）
