论文标题

关于吸收带有无限过渡密度的马尔可夫链的准凝胶,包括随机的逻辑图和逃生

On the quasi-ergodicity of absorbing Markov chains with unbounded transition densities, including random logistic maps with escape

论文作者

Castro, Matheus M., Goverse, Vincent P. H., Lamb, Jeroen S. W., Rasmussen, Martin

论文摘要

在本文中,我们考虑吸收马尔可夫链$ x_n $承认$ m $上的准平台度量$μ$,其中过渡核$ \ mathcal p $允许eigenfunction $ 0 \ leq punction $ 0 \ leqη\ in L^1(m,m,μ)$。我们发现相对于$μ$的$ \ MATHCAL P $的过渡密度的条件,这确保$η(x)μ(\ Mathrm d x)$是$ x_n $的准方法,并且yaglom limim Limit convers the quasi-stationary stitationary Mesuary $μ$ $ $ $ $ $ - 最多。我们将此结果应用于随机逻辑映射$ x_ {n+1} =ω_nx_n(1-x_n)$在$ \ Mathbb r \ setMinus [0,1],$ ch $ω_n$是I.I.D setminus [0,1]中

In this paper, we consider absorbing Markov chains $X_n$ admitting a quasi-stationary measure $μ$ on $M$ where the transition kernel $\mathcal P$ admits an eigenfunction $0\leq η\in L^1(M,μ)$. We find conditions on the transition densities of $\mathcal P$ with respect to $μ$ which ensure that $η(x) μ(\mathrm d x)$ is a quasi-ergodic measure for $X_n$ and that the Yaglom limit converges to the quasi-stationary measure $μ$-almost surely. We apply this result to the random logistic map $X_{n+1} = ω_n X_n (1-X_n)$ absorbed at $\mathbb R \setminus [0,1],$ where $ω_n$ is an i.i.d sequence of random variables uniformly distributed in $[a,b],$ for $1\leq a <4$ and $b>4.$

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