席福宝. 带马尔可夫切换的Q过程的遍历性[J]. 应用概率统计, 2009, 25(3): 225-237.
引用本文: 席福宝. 带马尔可夫切换的Q过程的遍历性[J]. 应用概率统计, 2009, 25(3): 225-237.
Xi Fubao. Ergodicity for Q-Processes with Markovian Switching[J]. Chinese Journal of Applied Probability and Statistics, 2009, 25(3): 225-237.
Citation: Xi Fubao. Ergodicity for Q-Processes with Markovian Switching[J]. Chinese Journal of Applied Probability and Statistics, 2009, 25(3): 225-237.

带马尔可夫切换的Q过程的遍历性

Ergodicity for Q-Processes with Markovian Switching

  • 摘要: 本文应用Foster-Lyapunov不等式和耦合方法,研究了一类带马尔可夫切换的Q过程的指数遍历性和强遍历性; 同时,也构造了一些关于这类带马尔可夫切换的Q过程的耦合,并证明某些耦合是成功的.

     

    Abstract: Exponential ergodicity and strong ergodicity for a form of Q-processes with Markovian switching are considered by virtue of the Foster-Lyapunov inequality and the coupling methods respectively. Meanwhile, some couplings of this form of Q-processes with Markovian switching are constructed, and a coupling is proved to be successful.

     

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