Author(s): CHENG Cheng, SUN Cheng'en, FAN Aihua
Pages: 86-88
Year: 2016 Issue:  1
Journal: Journal of Anhui University of Technology(Natural Science)
Keyword:  inhomogeneous Markov chains; stochastic kernels; Cauchy convergence; Lebesgue dominated convergence theorem;
Abstract: 引入定义在σ-有限可测空间(S,F,μ)中随机核与范数的概念,通过采用随机转移核密度{pn(x,y)}n∈N替换离散型非齐次马氏链中转移矩阵的方法,得到状态连续非齐次马氏链遍历性的充分必要条件.所得结论进一步完善了非齐次马氏链的遍历性质.