| 摘要: |
| 该文在一般状态空间下研究连续时间Markov过程指数遍历性. 指数遍历的连续时间Markov过程, 增加条件π(fp) < ∞; p > 1, 利用耦合方法得到了存在满的吸收集, 使得连续时间Markov过程在其上是f-指数遍历的. |
| 关键词: Markov过程 耦合 f-范数 指数遍历 f-指数遍历 |
| DOI： |
| 分类号:O211.4 |
| 基金项目:Supported by the Natural Science Foundation of Hubei Province(2021CFB275) and National Natural Science Foundation of China(12301667). |
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| F-GEOMETRIC ERGODIC OF CONTINUOUS TIME MARKOV PROCESSES BY COUPLING METHOD |
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ZHU Zhi-feng, ZHOU Jun-chao
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School of Mathematics and Statistics, Hubei Engineering University, Xiaogan 432000, China
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| Abstract: |
| In this paper, we study the geometric ergodicity of continuous time Markov processes in general state space. For the geometric ergodic continuous time Markov processes, the condition π(fp) < ∞; 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 |
