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一类奇异Markov链的遍历性 |
Ergodicity of a Class of Singular Markov Chain |
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DOI: |
中文关键词: Ray-Knight紧化 Markov链 遍历性 |
英文关键词: Ray-Knight compactification Markov chain ergodicity |
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中文摘要: |
考察了一类奇异Markov链的遍历性。首先给出了此马氏链的Ray-Knight紧化,然后利用遍历定理等讨论了这类马氏链的遍历性,并给出了相应的证明。 |
英文摘要: |
This paper investigates the ergodicity of a class of singular Markov Chain Firstly , Ray-Knight compactness of the Markov chain is given.Then,by using the ergodic theorem we discuss the ergodicity of this kind of Markov chain and give the corresponding proof . |
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