摘要
在B.Bowerman等人研究转移矩阵列收敛的一类非齐次马氏链,其Cesaro平均收敛的收敛速度基础上,研究转移矩阵列平均收敛到一周期强遍历随机矩阵的一类非齐次马氏链,通过控制转移矩阵平均收敛的收敛速度,利用矩阵范数的性质、非齐次马氏链的相关性质,得到该非齐次马氏链转移矩阵Cesaro平均收敛的收敛速度,是B.Bowerman等人结果的一个推广,并将这一结果应用于期望平均费用.
Based on the Bowerman’s result about the rate of convergence in Cesaro sense of certain nonhomogeneous Markov chains with the transition matrices converging, certain nonhomogeneous Markov chains in which the transition matrices averagingly converge to a periodic strongly ergodic stochastic (matrice) are studied. Through controlling the average convergence rate of transition matrices, the rate of convergence in Cesaro sense about the nonhomogenous Markov chains by using the character of norm and nonhomogeneous Markov chains is obtained. It is an extension of Bowerman’s result. The application to the expected average cost is also discussed.
出处
《江苏大学学报（自然科学版）》
EI
CAS
北大核心
2005年第2期137-139,共3页
Journal of Jiangsu University：Natural Science Edition
基金
江苏省教育厅自然科学基金资助项目(02KJD110003)
关键词
非齐次马氏链
Cesaro平均收敛
周期强遍历
期望平均费用
nonhomogeneous Markov chains
convergence of Cesaro averages
periodic strongly ergodic
expected average cost
