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离散时间Markov链几何非常返与代数非常返的判别准则

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离散时间Markov链几何非常返与代数非常返的判别准则 宋延红中南财经政法大学统计与数学学院 武汉 430073 Criteria for Geometric and Algebraic Transience for Discrete-time Markov Chains Yan Hong SONGSchool of Statistics and Mathematics, Zhongnan University of Economics and Law, Wuhan 430073, P. R. China
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摘要本文研究可数状态空间离散时间Markov链的几何非常返和代数非常返,利用某状态末离时的矩条件和某方程解的存在性,给出两种非常返性的判别准则.进一步,我们将所得结果应用于研究Geom/G/1排队模型的随机稳定性.
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收稿日期: 2019-03-12
MR (2010):O211.62
基金资助:国家自然科学基金资助项目(11501576);中南财经政法大学研究生教育创新计划项目(201821301)
作者简介: 宋延红,E-mail:songyh@zuel.edu.cn
引用本文:
宋延红. 离散时间Markov链几何非常返与代数非常返的判别准则[J]. 数学学报, 2020, 63(2): 97-104. Yan Hong SONG. Criteria for Geometric and Algebraic Transience for Discrete-time Markov Chains. Acta Mathematica Sinica, Chinese Series, 2020, 63(2): 97-104.
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http://www.actamath.com/Jwk_sxxb_cn/CN/ http://www.actamath.com/Jwk_sxxb_cn/CN/Y2020/V63/I2/97


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