CHENG Cheng, SUN Cheng'en, FAN Aihua. A Note on the Ergodicity of Markov Chains[J]. Journal of Anhui University of Technology（Natural Science）, 2016, 33(1): 86-88. DOI: 10.3969/j.issn.1671-7872.2016.01.018
Citation:
CHENG Cheng, SUN Cheng'en, FAN Aihua. A Note on the Ergodicity of Markov Chains[J]. Journal of Anhui University of Technology（Natural Science）, 2016, 33(1): 86-88. DOI: 10.3969/j.issn.1671-7872.2016.01.018
CHENG Cheng, SUN Cheng'en, FAN Aihua. A Note on the Ergodicity of Markov Chains[J]. Journal of Anhui University of Technology（Natural Science）, 2016, 33(1): 86-88. DOI: 10.3969/j.issn.1671-7872.2016.01.018
Citation:
CHENG Cheng, SUN Cheng'en, FAN Aihua. A Note on the Ergodicity of Markov Chains[J]. Journal of Anhui University of Technology（Natural Science）, 2016, 33(1): 86-88. DOI: 10.3969/j.issn.1671-7872.2016.01.018
Notions of stochastic kernels and norm defined on a σ-finite measure space (S, ℱ, μ) are introduced. To obtain a necessary and sufficient condition for ergodic behavior of inhomogeneous Markov chains with continuous states, the stochastic transition matrices in countable inhomogeneous Markov chains are replaced by stochastic transition kernels densities pn(x,y)n∈ℕ. And the ergodic behavior of inhomogeneous Markov chains is generalized.
DownLoad: