学术
摘 要:
本文证明了黎曼流形上的非爆炸正Harris常返扩散过程的强遍历性等价于某（任）一紧集击中时期望的一致有界性；而马尔科夫过程一致衰减当且仅当爆炸时的期望一致有界。[著者文摘]
文章出处:
《应用数学》-2006年19卷3期 -580-586页
分 类 号:
文献标识码:
A
文章编号:
1001-9847（2006）03-0580-07
Strong Ergodicity and Uniform Decay for Markov Processes
MAO Yong-hua, OUYANG Shun-xiang （School of Mathematical Sciences, Beijing Normal University, Beijing 100875, China）
Abstract:
It is proved that the strong ergodicity for nonexplosive positive Harris recurrence diffusion processes on Riemannian manifold is equivalent to the uniform boundness of the expectation of the hitting time of some compact set. It is also proved that the uniform decay for Markov processes is equivalent with the uniform boundness of the expectation of the explosion time. As applications, explicit criteria and concrete examples are also given.[著者文摘]
Key words:
Strong ergodicity; Uniform decay; Hitting time; Explosion time; Markov process
基金资助:
Supported in part by NNSFC （10121101,10301007） ; RFDD （20040027009） and the 973-Project
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