THE CONVERGENCE OF NONHOMOGENEOUS MARKOV CHAINS IN GENERAL STATE SPACES BY THE COUPLING METHOD

doi:10.1007/s10473-021-0523-4

数学物理学报(英文版) ›› 2021, Vol. 41 ›› Issue (5): 1777-1787.doi: 10.1007/s10473-021-0523-4

THE CONVERGENCE OF NONHOMOGENEOUS MARKOV CHAINS IN GENERAL STATE SPACES BY THE COUPLING METHOD

朱志锋^1,2, 张绍义³, 田范基³

1. School of Mathematics and Statistics, Hubei Engineering University, Xiaogan 432000, China;
2. Hubei Province Key Laboratory of Systems Science in Metallurgical Process(Wuhan University of Science and Technology), Wuhan 430081, China;
3. Hubei Key Laboratory of Applied Mathematics, School of Mathematics and Statistics, Hubei University, Wuhan 430062, China

收稿日期:2019-06-20 修回日期:2021-04-16 出版日期:2021-10-25 发布日期:2021-10-21
通讯作者: Fanji TIAN E-mail:tianfj1837@sina.com
作者简介:Zhifeng ZHU,E-mail:376574200@qq.com;Shaoyi ZHANG,E-mail:zhshaoyi@aliyun.com
基金资助:
Supported by Hubei Province Key Laboratory of Systems Science in Metallurgical Process (Wuhan University of Science and Technology) (Y202003) and Hubei Education Department Foundation (B2019150) and Natural Science Foundation of Xiaogan (XGKJ2020010046).

THE CONVERGENCE OF NONHOMOGENEOUS MARKOV CHAINS IN GENERAL STATE SPACES BY THE COUPLING METHOD

Zhifeng ZHU^1,2, Shaoyi ZHANG³, Fanji TIAN³

1. School of Mathematics and Statistics, Hubei Engineering University, Xiaogan 432000, China;
2. Hubei Province Key Laboratory of Systems Science in Metallurgical Process(Wuhan University of Science and Technology), Wuhan 430081, China;
3. Hubei Key Laboratory of Applied Mathematics, School of Mathematics and Statistics, Hubei University, Wuhan 430062, China

Received:2019-06-20 Revised:2021-04-16 Online:2021-10-25 Published:2021-10-21
Contact: Fanji TIAN E-mail:tianfj1837@sina.com
Supported by:
Supported by Hubei Province Key Laboratory of Systems Science in Metallurgical Process (Wuhan University of Science and Technology) (Y202003) and Hubei Education Department Foundation (B2019150) and Natural Science Foundation of Xiaogan (XGKJ2020010046).

摘要/Abstract

摘要： We investigate the convergence of nonhomogeneous Markov chains in general state space by using the f norm and the coupling method, and thus, a sufficient condition for the convergence of nonhomogeneous Markov chains in general state space is obtained.

关键词: f norm, coupling, nonhomogeneous Markov chains, convergence

Abstract: We investigate the convergence of nonhomogeneous Markov chains in general state space by using the f norm and the coupling method, and thus, a sufficient condition for the convergence of nonhomogeneous Markov chains in general state space is obtained.

Key words: f norm, coupling, nonhomogeneous Markov chains, convergence

中图分类号:

65F05

朱志锋, 张绍义, 田范基. THE CONVERGENCE OF NONHOMOGENEOUS MARKOV CHAINS IN GENERAL STATE SPACES BY THE COUPLING METHOD[J]. 数学物理学报(英文版), 2021, 41(5): 1777-1787.

Zhifeng ZHU, Shaoyi ZHANG, Fanji TIAN. THE CONVERGENCE OF NONHOMOGENEOUS MARKOV CHAINS IN GENERAL STATE SPACES BY THE COUPLING METHOD[J]. Acta mathematica scientia,Series B, 2021, 41(5): 1777-1787.

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THE CONVERGENCE OF NONHOMOGENEOUS MARKOV CHAINS IN GENERAL STATE SPACES BY THE COUPLING METHOD

THE CONVERGENCE OF NONHOMOGENEOUS MARKOV CHAINS IN GENERAL STATE SPACES BY THE COUPLING METHOD

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