摘要
给出二重非齐次马氏链的强遍历性,绝对平均强遍历性,Cesaro平均收敛的概念.利用二维马氏链的遍历性和C-K方程,建立了二维马氏链与二重非齐次马氏链遍历性的关系.并讨论了齐次二重马氏链绝对平均强遍历与强遍历的等价性.最后给出Cesaro平均收敛在马氏决策过程和信息论中应用.
The notions of strong ergodic, the absolute average strong ergodic and Cesaro average convergence for 2 order nonhomogeneous Markov chains are defined.Based on the strong ergodie and establishing C-K equation, we discuss the relation of of the two dimensionality Markov chains and 2 order Markov chains. And we give the equivalence between the absolute average strong ergodic and strong ergodic for 2 order homogeneous Markov chains. Finally, we give some applications of this notion on Markov decision processes and information theory.
出处
《数学研究》
CSCD
2010年第1期55-66,共12页
Journal of Mathematical Study
基金
安徽省教育厅自然科学基金(2003kjl65)
安徽省高等学校青年教师科研资助基金项目(2005jql044)
关键词
二重马氏链
强遍历性
绝对平均强遍历性
Cesaro平均收敛
熵率
2 order Mlarkov chains
strong ergodic
absolute average strong ergodic
Cesaro average convergence
entropy rate
