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Stationary distributions and ergodicity of reflection-type Markov chains

文献类型：期刊论文

作者Liu, Yujie1,2; Niu, Minwen1,2; Yao, Dacheng1,2; Zhang, Hanqin3
刊名STATISTICS & PROBABILITY LETTERS
出版日期2022-10-01
卷号189页码:8
关键词Markov chain Ergodicity Stationary distribution Feller chain Small set
ISSN号0167-7152
DOI10.1016/j.spl.2022.109597
英文摘要We consider a reflection-type Markov chain which is usually used to characterize some process features in stochastic control and operations management. The existence of its stationary distributions is established by proving it to be the Feller chain, and its ergodicity is obtained by constructing the small set. Furthermore, for the non-ergodic case, the system dynamics are completely characterized. (c) 2022 Elsevier B.V. All rights reserved.
资助项目CAS Project for Young Scientists in Basic Research[YSBR-008] ; National Natural Science Foundation of China[11771432] ; National Natural Science Foundation of China[11871461] ; National Natural Science Foundation of China[72071199]
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000886363400003
出版者ELSEVIER
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/60643]  
专题应用数学研究所
通讯作者Zhang, Hanqin
作者单位1.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China
2.Chinese Acad Sci, Acad Math & Syst Sci, CEMS, MADIS, Beijing 100191, Peoples R China
3.Natl Univ Singapore, Business Sch, Singapore 119245, Singapore
推荐引用方式
GB/T 7714		 Liu, Yujie,Niu, Minwen,Yao, Dacheng,et al. Stationary distributions and ergodicity of reflection-type Markov chains[J]. STATISTICS & PROBABILITY LETTERS,2022,189:8.
APA Liu, Yujie,Niu, Minwen,Yao, Dacheng,&Zhang, Hanqin.(2022).Stationary distributions and ergodicity of reflection-type Markov chains.STATISTICS & PROBABILITY LETTERS,189,8.
MLA Liu, Yujie,et al."Stationary distributions and ergodicity of reflection-type Markov chains".STATISTICS & PROBABILITY LETTERS 189(2022):8.

入库方式： OAI收割

来源：数学与系统科学研究院

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