Acta mathematica scientia,Series A ›› 2018, Vol. 38 ›› Issue (5): 963-969.

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Study on the Convergence of Nonhomogeneous Markov Chains with Probability Distance

Zhifeng Zhu1,2(),Shaoyi Zhang1,*()   

  1. 1 Mathematics and Statistics, Hubei University, Wuhan 430062
    2 Mathematics and Statistics, Hubei Engineering University, Hubei Xiaogan 432000
  • Received:2017-04-23 Online:2018-11-09 Published:2018-11-09
  • Contact: Shaoyi Zhang E-mail:376574200@qq.com;zhshaoyi@aliyun.com
  • Supported by:
    the Hubei Engineering University Scientific Research Fund(Z2014006)

Abstract:

In this paper, we study the convergence of nonhomogeneous Markov chains in general state space by using the probability distance and the coupling property, a condition for convergence of nonhomogeneous Markov chains in general state space is obtained.

Key words: Probability distance, Coupling, Non homogeneous Markov chains, Convergence

CLC Number: 

  • O211.4
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