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

IF 0.7 Q3 STATISTICS & PROBABILITY Modern Stochastics-Theory and Applications Pub Date : 2020-01-08 DOI:10.15559/19-VMSTA138
V. Golomoziy
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引用次数: 4

摘要

本文主要研究了任意初始分布的两个时间非齐次马尔可夫链的同时更新时间问题。通过同时更新,我们指的是两个进程第一次连接到特定集合$C$。在链生成更新序列的支配序列和更新概率的非格条件下,得到了同时更新时间期望的上界。
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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.
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来源期刊
Modern Stochastics-Theory and Applications
Modern Stochastics-Theory and Applications STATISTICS & PROBABILITY-
CiteScore
1.30
自引率
50.00%
发文量
0
审稿时长
10 weeks
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