Markov chains: Ergodicity, quasi-stationarity and asymmetry

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Quasi-stationarity and quasi-ergodicity of General Markov Processes

In this paper we give some general, but easy-to-check, conditions guaranteeing the quasistationarity and quasi-ergodicity of Markov processes. We also present several classes of Markov processes satisfying our conditions. AMS 2010 Mathematics Subject Classification: Primary 60F25, 60J25G20; Secondary 60J35, 60J75

متن کامل

Subgeometric ergodicity of Markov chains

When f ≡ 1, the f -norm is the total variation norm, which is denoted ‖μ‖TV. Assume that P is aperiodic positive Harris recurrent with stationary distribution π. Then the iterated kernels P(x, ·) converge to π. The rate of convergence of P(x, .) to π does not depend on the starting state x, but exact bounds may depend on x. Hence, it is of interest to obtain non uniform or quantitative bounds o...

متن کامل

Geometric Ergodicity and Hybrid Markov Chains

Various notions of geometric ergodicity for Markov chains on general state spaces exist. In this paper, we review certain relations and implications among them. We then apply these results to a collection of chains commonly used in Markov chain Monte Carlo simulation algorithms, the so-called hybrid chains. We prove that under certain conditions, a hybrid chain will “inherit” the geometric ergo...

متن کامل

Discrete Time Markov Chains : Ergodicity Theory

Lecture 8: Discrete Time Markov Chains: Ergodicity Theory Announcements: 1. We handed out HW2 solutions and your homeworks in Friday’s recitation. I am handing out a few extras today. Please make sure you get these! 2. Remember that I now have office hours both: Wednesday at 3 p.m. and Thursday at 4 p.m. Please show up and ask questions about the lecture notes, not just the homework! No one cam...

متن کامل

Quasi-stationarity of Discrete-time Markov Chains with Drift to Infinity

We consider a discrete-time Markov chain on the non-negative integers with drift to innnity and study the limiting behaviour of the state probabilities conditioned on not having left state 0 for the last time. Using a transformation, we obtain a dual Markov chain with an absorbing state such that absorption occurs with probability 1. We prove that the state probabilities of the original chain c...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: SCIENTIA SINICA Mathematica

سال: 2019

ISSN: 1674-7216

DOI: 10.1360/n012019-00069