时间非齐次马尔可夫链的多项式递归

IF 0.6 Q4 STATISTICS & PROBABILITY

Austrian Journal of Statistics Pub Date : 2023-08-15 DOI:10.17713/ajs.v52isi.1752

V. Golomoziy, Olha Moskanova

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引用次数: 0

摘要

本文建立了时间非齐次马尔可夫链到达某集c所花时间的p阶矩存在的条件，对齐次马尔可夫链理论中著名的漂移条件进行了修正。我们证明了非齐次马尔可夫链可能是多项式循环的，同时表现出与齐次对应的不同的动力学。

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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Polynomial Recurrence of Time-inhomogeneous Markov Chains

This paper is devoted to establishing conditions that guarantee the existence of a p-th moment of the time it takes for a timeinhomogeneous Markov chain to hit some set C. We modified the well-known Drift Condition from the theory of homogeneous Markov chains. We demonstrated that the inhomogeneous Markov chain may be polynomially recurrent while exhibiting different dynamics from its homogeneous counterpart.

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来源期刊

Austrian Journal of Statistics STATISTICS & PROBABILITY-

CiteScore

1.10

自引率

0.00%

发文量

审稿时长

24 weeks

期刊介绍： The Austrian Journal of Statistics is an open-access journal (without any fees) with a long history and is published approximately quarterly by the Austrian Statistical Society. Its general objective is to promote and extend the use of statistical methods in all kind of theoretical and applied disciplines. The Austrian Journal of Statistics is indexed in many data bases, such as Scopus (by Elsevier), Web of Science - ESCI by Clarivate Analytics (formely Thompson & Reuters), DOAJ, Scimago, and many more. The current estimated impact factor (via Publish or Perish) is 0.775, see HERE, or even more indices HERE. Austrian Journal of Statistics ISNN number is 1026597X Original papers and review articles in English will be published in the Austrian Journal of Statistics if judged consistently with these general aims. All papers will be refereed. Special topics sections will appear from time to time. Each section will have as a theme a specialized area of statistical application, theory, or methodology. Technical notes or problems for considerations under Shorter Communications are also invited. A special section is reserved for book reviews.