马尔可夫链收敛的改进界和条件

IF 0.8 3区数学 Q2 MATHEMATICS

Izvestiya Mathematics Pub Date : 2022-01-01 DOI:10.1070/IM9076

A. Veretennikov, M. Veretennikova

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引用次数: 2

摘要

我们继续改进遍历齐次马尔可夫链的收敛速度的工作。与以前的论文相比，本文的设置更加一般:我们能够摆脱关于公共支配测度的假设，并考虑非齐次马尔可夫链的情况以及更一般的状态空间。我们给出了收敛速度的新界与(resp)相同的例子。优于经典的Markov-Dobrushin不等式。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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On improved bounds and conditions for the convergence of Markov chains

We continue the work of improving the rate of convergence of ergodic homogeneous Markov chains. The setting is more general than in previous papers: we are able to get rid of the assumption about a common dominating measure and consider the case of inhomogeneous Markov chains as well as more general state spaces. We give examples where the new bound for the rate of convergence is the same as (resp. better than) the classical Markov–Dobrushin inequality.

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来源期刊

Izvestiya Mathematics 数学-数学

CiteScore

1.30

自引率

0.00%

发文量

审稿时长

6-12 weeks

期刊介绍： The Russian original is rigorously refereed in Russia and the translations are carefully scrutinised and edited by the London Mathematical Society. This publication covers all fields of mathematics, but special attention is given to: Algebra; Mathematical logic; Number theory; Mathematical analysis; Geometry; Topology; Differential equations.