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.
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