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| 摘要: |
| 本文研究了一般状态空间马氏链随机泛函的指数矩.利用最小非负解理论，得到了随机泛函的指数矩是相应方程的最小非负解，推广了可数状态空间马氏链的结果，作为应用，证明了随机泛函的指数矩与漂移条件等价. |
| 关键词: 马氏链 随机泛函 最小非负解 |
| DOI： |
| 分类号:O211.62 |
| 基金项目:河南省教育厅科学技术研究重点项目资助（14B110038）. |
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| THE MOMENTS OF EXPONENTIAL OF STOCHASTIC FUNCTIONAL FOR MARKOV CHAINS ON GENERAL STATE SPACE |
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QU Cong,ZHANG Shui-li
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| Abstract: |
| In this paper, we research the exponential moments of stochastic functional for markov chains on general state space. By using the theory of minimal nonnegative solutions, we obtain the minimal nonnegative solutions to the corresponding equation is the exponential moments of stochastic functional, the results for markov chains on denumerable space are enlarged, as application, the equivalence between the exponential moments of stochastic functional and drift condition, are proved. |
| Key words: Markov chains stochastic functional minimal nonnegative solutions |
