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
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.