几类遍历性的显式判别准则

Explicit Criteria for Several Types of Ergodicity

  • 摘要: 关于一维扩散过程或生灭过程的几类遍历性,新近很快地找到了显式判别准则,详见表5.1和5.2.其一是生灭过程的指数遍历性判准,曾是马氏链的一个长期未解决问题。有趣的是,此论题与多个数学分支有关。我们详细介绍后一问题的想法,也建议了若干进一步研究课题。

     

    Abstract: The explicit criteria, collected in Tables 5.1 and 5.2, for several types of ergodicity of one-dimensional diffusions or birth-death processes have been found out recently in a surprisingly short period. One of the criteria is for exponential ergodicity of birth-death processes. This problem has been opened for a long time in the study of Markov chains. The survey article explains in details the idea which leads to solve the problem just mentioned. It is interesting that the problem is connected with several branches of mathematics. Some open problems for the further study are also proposed.

     

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