次多少遍历马尔可夫链的收敛速率.pdfVIP

摘要 在近些年，马尔可夫链的次几何收敛速率问题被广泛讨论．N㈣elin和 Tuominen(1983)首次给出了马尔可夫链关于次几何序列的收敛结果，而此结果 人—般化了FosterLyapunov和JarnerRoberts漂移条件，得到了实用的漂移条 给出了收敛的数量有界的不同形式． 本文将给出次几何遍历马尔可夫链转移概率核收敛到平稳分布的数量有 界．我们先得到强非周期m一骨架链的数量有界，然后用m一骨架链和原马 链的关系。得到原马链的数量有界．我们将用耦合证明主要定理． 关键词：次几何速率；马尔可夫链；漂移条件；耦合；数量有界 Abstract chainshavebeenwidesstudied ratesofMarker convergence Subgeometric hasbeenobtainsed inrecent firstresultsfor sequence by years．The subgeometric melaterextendedTuominenand Nummelineand results Tuominen(1983)，these by f-normfor controlfunctions．Doucand Tweedie(1994)togeneral Fort(2004)obtained drift which theFoster andJamerRoberts conditions practical generalizes Lyapunov havebeen driftconditions．In boundson rates conveTgence particular，quantitative studiedin forms and and vatiotIB byMeyn Foa(2004)． Inthispaper，wegivedquantitativeboundsonthe tion tothe distributionfor Markov probabilitiesstationary subgeometricallyergodic chains．Wefirstobtained boundsofthem-skeletonwhichwas quantitative strongly used of and can theralitionsthem-skeleton chains，obtained aperiodic．We original of of bounds chains．Themethod quantitativeoriginal proofusedcoupling． KeyWhd8：s