Acta mathematica scientia,Series B ›› 2021, Vol. 41 ›› Issue (5): 1777-1787.doi: 10.1007/s10473-021-0523-4

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

Zhifeng ZHU1,2, Shaoyi ZHANG3, Fanji TIAN3   

  1. 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).

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

CLC Number: 

  • 65F05
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