正则Markov链的收敛与逼近

研究Markov链中概率转移函数的收敛性,用算子半群的方法证明了正则概率转移函数的收敛与其对应的预解函数的收敛等价,并给出了概率转移函数收敛的q-矩阵条件.

Abstract：

This paper discusses the convergence and approximation in Markov chains by employing operator semigroup method.It is showed that if the Markov chains are regular,then the convergence of a sequence of transition functions is equivalent to the convergence of the corresponding resolvent functions.Furthermore,a condition on qmatrices such that their corresponding Q-functions converge is also obtained.

Convergence and Approximation of Regular Markov Chains