毛永华, 张铭, 张余辉. Dobrushin系数的推广[J]. 应用概率统计, 2013, 29(5): 489-494.
引用本文: 毛永华, 张铭, 张余辉. Dobrushin系数的推广[J]. 应用概率统计, 2013, 29(5): 489-494.
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Mao Yonghua, Zhang Ming, Zhang Yuhui. A Generalization of Dobrushin Coefficient[J]. Chinese Journal of Applied Probability and Statistics, 2013, 29(5): 489-494.
Citation: Mao Yonghua, Zhang Ming, Zhang Yuhui. A Generalization of Dobrushin Coefficient[J]. Chinese Journal of Applied Probability and Statistics, 2013, 29(5): 489-494.
shu

Dobrushin系数的推广

A Generalization of Dobrushin Coefficient

    摘要
  • 摘要: 本文将一般的全变差距离下的Dobrushin系数推广到加权的全变差下的, 并利用系数得到了离散时间马氏链的几何遍历的判定准则.

     

    Abstract: We generalize the well-known Dobrushin coefficient in total variation to weighted total variation , which gives a criterion for the geometric ergodicity of discrete-time Markov chains.

     

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