|
| 摘要: |
| In this paper, we study the geometric ergodicity of continuous time Markov processes in general state space. For geometric ergodic continuous time Markov processes, condition $\pi(f^{p})<\infty,p>1$ is added. Using the coupling method, we obtain the existence of a full absorbing set on which continuous time Markov processes are $f-$ geometric ergodic. |
| 关键词: Markov process coupling $f-$ norm geometric ergodicity $f-$ geometric ergodicity |
| DOI： |
| 分类号:60J25 |
| 基金项目:National Natural Science Foundation of China；Natural Science Foundation of Hubei Province |
|
| F-geometric ergodicity of Markov processes by coupling method |
|
zhu zhifeng
|
| Abstract: |
| In this paper, we study the geometric ergodicity of continuous time Markov processes in general state space. For geometric ergodic continuous time Markov processes, condition $\pi(f^{p})<\infty,p>1$ is added. Using the coupling method, we obtain the existence of a full absorbing set on which continuous time Markov processes are $f-$ geometric ergodic. |
| Key words: Markov process coupling $f-$ norm geometric ergodicity $f-$ geometric ergodicity |
