Articles

THE CONVERGENCE OF NONHOMOGENEOUS MARKOV CHAINS IN GENERAL STATE SPACES BY THE COUPLING METHOD

  • Zhifeng ZHU ,
  • Shaoyi ZHANG ,
  • Fanji TIAN
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  • 1. School of Mathematics and Statistics, Hubei Engineering University, Xiaogan 432000, China;
    2. Hubei Province Key Laboratory of Systems Science in Metallurgical Process(Wuhan University of Science and Technology), Wuhan 430081, China;
    3. Hubei Key Laboratory of Applied Mathematics, School of Mathematics and Statistics, Hubei University, Wuhan 430062, China

Received date: 2019-06-20

  Revised date: 2021-04-16

  Online published: 2021-10-21

Supported by

Supported by Hubei Province Key Laboratory of Systems Science in Metallurgical Process (Wuhan University of Science and Technology) (Y202003) and Hubei Education Department Foundation (B2019150) and Natural Science Foundation of Xiaogan (XGKJ2020010046).

Abstract

We investigate the convergence of nonhomogeneous Markov chains in general state space by using the f norm and the coupling method, and thus, a sufficient condition for the convergence of nonhomogeneous Markov chains in general state space is obtained.

Cite this article

Zhifeng ZHU , Shaoyi ZHANG , Fanji TIAN . THE CONVERGENCE OF NONHOMOGENEOUS MARKOV CHAINS IN GENERAL STATE SPACES BY THE COUPLING METHOD[J]. Acta mathematica scientia, Series B, 2021 , 41(5) : 1777 -1787 . DOI: 10.1007/s10473-021-0523-4

References

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