{"title":"利用支配序列估计时间非齐次马尔可夫链同步更新时间的期望","authors":"V. Golomoziy","doi":"10.15559/19-VMSTA138","DOIUrl":null,"url":null,"abstract":"The main subject of the study in this paper is the simultaneous renewal time for two time-inhomogeneous Markov chains which start with arbitrary initial distributions. By a simultaneous renewal we mean the first time of joint hitting the specific set $C$ by both processes. Under the condition of existence a dominating sequence for both renewal sequences generated by the chains and non-lattice condition for renewal probabilities an upper bound for the expectation of the simultaneous renewal time is obtained.","PeriodicalId":42685,"journal":{"name":"Modern Stochastics-Theory and Applications","volume":"64 1","pages":""},"PeriodicalIF":0.7000,"publicationDate":"2020-01-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"4","resultStr":"{\"title\":\"On estimation of expectation of simultaneous renewal time of time-inhomogeneous Markov chains using dominating sequence\",\"authors\":\"V. Golomoziy\",\"doi\":\"10.15559/19-VMSTA138\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The main subject of the study in this paper is the simultaneous renewal time for two time-inhomogeneous Markov chains which start with arbitrary initial distributions. By a simultaneous renewal we mean the first time of joint hitting the specific set $C$ by both processes. Under the condition of existence a dominating sequence for both renewal sequences generated by the chains and non-lattice condition for renewal probabilities an upper bound for the expectation of the simultaneous renewal time is obtained.\",\"PeriodicalId\":42685,\"journal\":{\"name\":\"Modern Stochastics-Theory and Applications\",\"volume\":\"64 1\",\"pages\":\"\"},\"PeriodicalIF\":0.7000,\"publicationDate\":\"2020-01-08\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"4\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Modern Stochastics-Theory and Applications\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.15559/19-VMSTA138\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Modern Stochastics-Theory and Applications","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.15559/19-VMSTA138","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
On estimation of expectation of simultaneous renewal time of time-inhomogeneous Markov chains using dominating sequence
The main subject of the study in this paper is the simultaneous renewal time for two time-inhomogeneous Markov chains which start with arbitrary initial distributions. By a simultaneous renewal we mean the first time of joint hitting the specific set $C$ by both processes. Under the condition of existence a dominating sequence for both renewal sequences generated by the chains and non-lattice condition for renewal probabilities an upper bound for the expectation of the simultaneous renewal time is obtained.