首页   按字顺浏览 期刊浏览 卷期浏览 Stabilite de la recurrence d'une chaine de markov sous i'effet d'une perturbation
Stabilite de la recurrence d'une chaine de markov sous i'effet d'une perturbation

 

作者: C. Cocozzathivent,   M. Roussignolt,  

 

期刊: Stochastics  (Taylor Available online 1983)
卷期: Volume 9, issue 1-2  

页码: 125-137

 

ISSN:0090-9491

 

年代: 1983

 

DOI:10.1080/17442508308833250

 

出版商: Gordon and Breach Science Publishers Inc,

 

数据来源: Taylor

 

摘要:

LetPbe the transition matrix of a recurrent irreducible Markov chain onZ. We define a new Markov chain, modified fromP, with transition matrix [Ptilde](x,y=(1-α(x))P(x,y)plus;α(x,ywhere α(x) belongs to [0,1] andQis a Markovian matrix. IfPis positive recurrent, [Ptilde] is still positive recurrent if:where d is a distance onZdefined frompandman invariant measure byP. IfPis only recurrent, [Ptilde] is still recurrent with the condition (ii) alone for chainsPbelonging to a special class. In this class we find positive recurrent chains, random walks, chains whose jumps are bounded above by an exponential law.

 

点击下载:  PDF (297KB)



返 回