首页    期刊浏览 2024年10月07日 星期一
登录注册

文章基本信息

  • 标题:Limit theorems for monotone Markov processes
  • 本地全文:下载
  • 作者:Rabi Bhattacharya The University of Arizona, Tucson ; USA Mukul Majumdar Cornell University, Ithaca ; USA Nigar Hashimzade University of Reading, Reading, UK
  • 期刊名称:Sankhya. Series A, mathematical statistics and probability
  • 印刷版ISSN:0976-836X
  • 电子版ISSN:0976-8378
  • 出版年度:2010
  • 卷号:72
  • 期号:01
  • 页码:170--190
  • 出版社:Indian Statistical Institute
  • 摘要:This article considers the convergence to steady states of Markov processes generated by the action of successive i.i.d. monotone maps on a subset S of an Eucledian space. Without requiring irreducibility or Harris recurrence, a ¡°splitting¡± condition guarantees the existence of a unique invariant probability as well as an exponential rate of convergence to it in an appropriate metric. For a special class of Harris recurrent processes on [0,∞) of interest in economics, environmental studies and queuing theory, criteria are derived for polynomial and exponential rates of convergence to equilibrium in total variation distance. Central limit theorems follow as consequences.
  • 关键词:Markov processes, coupling, monotone i.i.d. maps, polynomial convergence rates.
国家哲学社会科学文献中心版权所有