Explicit convergence rates in geometric and strong ergodicity for denumerable discrete time Markov chains with general reversible transition matrices are obtained in terms of the geometric moments or uniform moments o...Explicit convergence rates in geometric and strong ergodicity for denumerable discrete time Markov chains with general reversible transition matrices are obtained in terms of the geometric moments or uniform moments of the hitting times to a fixed point.Another way by Lyapunov's drift conditions is also used to derive these convergence rates.As a typical example,the discrete time birth-death process(random walk) is studied and the explicit criteria for geometric ergodicity are presented.展开更多
Constructing some proper functional spaces, we obtain the corresponding norm for the operator （-.L）^-1, and then, via spectral theory, we revisit two variational formulas of the spectral gap, given by M. F. Chen [Fr...Constructing some proper functional spaces, we obtain the corresponding norm for the operator （-.L）^-1, and then, via spectral theory, we revisit two variational formulas of the spectral gap, given by M. F. Chen [Front. Math. China, 2010, 5（3）： 379-515], for transient birth-death processes.展开更多
We present an approach how to obtain solutions of arbitrary linear operator equation for unknown functions. The particular solution can be represented by the infinite operator series (Cyclic Operator Decomposition), w...We present an approach how to obtain solutions of arbitrary linear operator equation for unknown functions. The particular solution can be represented by the infinite operator series (Cyclic Operator Decomposition), which acts the generating function. The method allows us to choose the cyclic operators and corresponding generating function selectively, depending on initial problem for analytical or numerical study. Our approach includes, as a particular case, the perturbation theory, but generally does not require inside any small parameters and unperturbed solutions. We demonstrate the applicability of the method to the analysis of several differential equations in mathematical physics, namely, classical oscillator, Schrodinger equation, and wave equation in dispersive medium.展开更多
基金supported by Program for New Century Excellent Talents in University,National Basic Research Program of China (973 Project) (Grant No.2006CB805901)National Natural Science Foundation of China (Grant No.10721091)
文摘Explicit convergence rates in geometric and strong ergodicity for denumerable discrete time Markov chains with general reversible transition matrices are obtained in terms of the geometric moments or uniform moments of the hitting times to a fixed point.Another way by Lyapunov's drift conditions is also used to derive these convergence rates.As a typical example,the discrete time birth-death process(random walk) is studied and the explicit criteria for geometric ergodicity are presented.
基金Acknowledgements This work was supported in part by the National Natural Science Foundation of China （Grant Nos. 11101040, 11131003）, the 985 Project, the 973 Project （No. 2011CB808000）, the Specialized Research Fund for the Doctoral Program of Higher Education （No. 20100003110005）, and the Fundamental Research Funds for the Central Universities.
文摘Constructing some proper functional spaces, we obtain the corresponding norm for the operator （-.L）^-1, and then, via spectral theory, we revisit two variational formulas of the spectral gap, given by M. F. Chen [Front. Math. China, 2010, 5（3）： 379-515], for transient birth-death processes.
文摘We present an approach how to obtain solutions of arbitrary linear operator equation for unknown functions. The particular solution can be represented by the infinite operator series (Cyclic Operator Decomposition), which acts the generating function. The method allows us to choose the cyclic operators and corresponding generating function selectively, depending on initial problem for analytical or numerical study. Our approach includes, as a particular case, the perturbation theory, but generally does not require inside any small parameters and unperturbed solutions. We demonstrate the applicability of the method to the analysis of several differential equations in mathematical physics, namely, classical oscillator, Schrodinger equation, and wave equation in dispersive medium.
