KMS Of Academy of mathematics and systems sciences, CAS
| Stationary distributions and ergodicity of reflection-type Markov chains | |
Liu, Yujie1,2; Niu, Minwen1,2; Yao, Dacheng1,2 ; Zhang, Hanqin3
| |
| 2022-10-01 | |
| 发表期刊 | STATISTICS & PROBABILITY LETTERS
 |
| ISSN | 0167-7152 |
| 卷号 | 189页码:8 |
| 摘要 | We consider a reflection-type Markov chain which is usually used to characterize some process features in stochastic control and operations management. The existence of its stationary distributions is established by proving it to be the Feller chain, and its ergodicity is obtained by constructing the small set. Furthermore, for the non-ergodic case, the system dynamics are completely characterized. (c) 2022 Elsevier B.V. All rights reserved. |
| 关键词 | Markov chain Ergodicity Stationary distribution Feller chain Small set |
| DOI | 10.1016/j.spl.2022.109597 |
| 收录类别 | SCI |
| 语种 | 英语 |
| 资助项目 | CAS Project for Young Scientists in Basic Research[YSBR-008] ; National Natural Science Foundation of China[11771432] ; National Natural Science Foundation of China[11871461] ; National Natural Science Foundation of China[72071199] |
| WOS研究方向 | Mathematics |
| WOS类目 | Statistics & Probability |
| WOS记录号 | WOS:000886363400003 |
| 出版者 | ELSEVIER |
| 引用统计 | |
| 文献类型 | 期刊论文 |
| 条目标识符 | http://ir.amss.ac.cn/handle/2S8OKBNM/60644 |
| 专题 | 应用数学研究所 |
| 通讯作者 | Zhang, Hanqin |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, CEMS, MADIS, Beijing 100191, Peoples R China 2.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China 3.Natl Univ Singapore, Business Sch, Singapore 119245, Singapore |
| 推荐引用方式 GB/T 7714 | Liu, Yujie,Niu, Minwen,Yao, Dacheng,et al. Stationary distributions and ergodicity of reflection-type Markov chains[J]. STATISTICS & PROBABILITY LETTERS,2022,189:8. |
| APA | Liu, Yujie,Niu, Minwen,Yao, Dacheng,&Zhang, Hanqin.(2022).Stationary distributions and ergodicity of reflection-type Markov chains.STATISTICS & PROBABILITY LETTERS,189,8. |
| MLA | Liu, Yujie,et al."Stationary distributions and ergodicity of reflection-type Markov chains".STATISTICS & PROBABILITY LETTERS 189(2022):8. |
| 条目包含的文件 | 条目无相关文件。 | |||||
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