| 摘要: |
| 本文研究了f范数下马氏链的收敛性问题,利用基本耦合和f范数的等式,得到f范数下离散时间一般状态空间下时齐Markov链的收敛的充分条件,推广了全变差范数下马氏链的收敛性. |
| 关键词: Markov链 耦合方法 f范数 收敛性 |
| DOI： |
| 分类号:O211.4 |
| 基金项目:国家自然科学基金“几类性质优良的密码函数研究”(11601138);湖北省自然科学基金“高非线性密码函数若干问题研究”(2021CFB275). |
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| CONVERGENCE OF MARKOV CHAINS WITH f NORM |
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ZHU Zhi-feng, HUANG Hong
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School of Mathematics and Statistics, Hubei Engineering University, Xiaogan 432000, China
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| Abstract: |
| This article investigates the convergence problem of Markov chains under the f norm. Using the basic coupling and the f norm equation, we obtain the su–cient conditions for the convergence of time homogeneous Markov chains in discrete-time general state spaces under the f norm are obtained, and the convergence of Markov chains under the total variation norm is extended. |
| Key words: Markov chains coupling method f norm Convergence |
