论文标题

马尔可夫连锁店的逆问题

Inverse Problems for Ergodicity of Markov Chains

论文作者

Wei, Zhi-Feng

论文摘要

对于连续时间和离散时间马尔可夫连锁店,我们为经典类型的牙齿类型提供标准:(普通)Erogodicition,代数性成绩,指数性的千古和强烈的成真性。我们的标准是关于该过程中涉及$ q $ -matrix(或过渡矩阵$ p $ time-discrete案件)的不平等解决方案的存在。同时,这些标准应用于一些示例,并提供“通用”治疗,包括单个出生过程和几种多维模型。

For both continuous-time and discrete-time Markov Chains, we provide criteria for inverse problems of classical types of ergodicity: (ordinary) erogodicity, algebraic ergodicity, exponential ergodicity and strong ergodicity. Our criteria are in terms of the existence of solutions to inequalities involving the $Q$-matrix (or transition matrix $P$ in time-discrete case) of the process. Meanwhile, these criteria are applied to some examples and provide "universal" treatment, including single birth processes and several multi-dimensional models.

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