非原子马尔可夫链同时撞击时间的指数矩

Pub Date : 2022-06-28 DOI:10.3336/gm.57.1.09

V. Golomoziy

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引用次数: 2

摘要

本文研究了一般相空间中两个离散非齐次马尔可夫链对给定集合的首次同时碰撞时间。建立了撞击时间指数矩存在的条件。在随机优势条件下，得到了指数矩的可计算界。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Exponential moments of simultaneous hitting time for non-atomic Markov chains

This paper is devoted to studying the first simultaneous hitting time of a given set by two discrete-time, inhomogeneous Markov chains with values in general phase space. Established conditions for the existence of the hitting time's exponential moment. Computable bounds for the exponential moment are obtained under the condition of stochastic dominance.

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