| P一致遍历Markov链的矩不等式 |
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| 引用本文： | 张小彩,杜红霞. P一致遍历Markov链的矩不等式[J]. 河南教育学院学报(自然科学版), 2008, 17(4): 3-4 |
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| 作者姓名： | 张小彩 杜红霞 |
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| 作者单位： | 河南工业大学理学院,河南郑州,450000;郑州大学数学系,河南,郑州,450052;河南师范大学数学与信息科学学院,河南新乡,453007 |
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| 摘 要： | 通过Poisson方程的鞅分解技术给出了p一致遍历Markov链可加泛函的较为精细的矩不等式．
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| 关 键 词： | Markov链 Poisson方程 鞅 矩不等式 |
Moment Inequalities for P-Uniform Ergodic Markov Chains |
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| ZHANG Xiaocai,DU Hongxia. Moment Inequalities for P-Uniform Ergodic Markov Chains[J]. Journal of Henan Education Institute(Natural Science Edition), 2008, 17(4): 3-4 |
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| Authors: | ZHANG Xiaocai DU Hongxia |
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| Affiliation: | ZHANG Xiaocai , DU Hongxia ( 1. College of Science, Henan University of Technology, Zhengzhou 450000, China; 2. Department of Mathematics, Zhengzhou University, Zhengzhou 450052, China ; 3. School of Mathematics and Information Science, Henan Normal University, Xinxiang 453007,China) |
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| Abstract: | Prove the moment inequalities for the additive functionals of p-uniform ergodic Markov chains by the method of the martingale decompositions for Poisson equations. |
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| Keywords: | Markov chains Poisson equation martingale moment inequalities |
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