| DC 欄位 |
值 |
語言 |
| DC.contributor | 數學系 | zh_TW |
| DC.creator | 盧炤傑 | zh_TW |
| DC.creator | Chao-Chieh Lu | en_US |
| dc.date.accessioned | 2014-7-21T07:39:07Z | |
| dc.date.available | 2014-7-21T07:39:07Z | |
| dc.date.issued | 2014 | |
| dc.identifier.uri | http://ir.lib.ncu.edu.tw:88/thesis/view_etd.asp?URN=101221025 | |
| dc.contributor.department | 數學系 | zh_TW |
| DC.description | 國立中央大學 | zh_TW |
| DC.description | National Central University | en_US |
| dc.description.abstract | 對於可數多個態、同質的馬可夫鏈我們已經有一些基本的認知，而且由D. G. Kendall 證明一個對於數列 (p_ij^((n) )-π_ij) 幾何收斂的‘solidarty theorem’。我們想檢驗幾何遍地性以及去得到馬可夫鏈的幾何收斂參數 ρ_ij。因此，我們在中間建構並且推廣一些的馬可夫鏈的極限定理；此外，我們可以在一個共同的圓 C_(R^′ ) (R^′>R) 使生成函數P_00 (z)延拓成亞純函數(meromorphic function)使其在 z=R 有一個簡單極(simple pole)。最後，我們去推論出幾何遍地性以及幾何收斂參數 ρ_ij。 | zh_TW |
| dc.description.abstract | We already had known about some basic understanding of homogeneous Markov chain with countable state space, and D. G. Kendall has proved a ′solidarity theorem′ for geometric convergence of the sequences (p_ij^((n) )-π_ij ) with convergence parameter ρ_ij. We shall investigate the geometric ergodicity and the convergence parameters ρ_ij. Therefore, we construct and generate some theorems of Markov chain. Also, we extend the genereating function P_00 (z) as a meromorphic function within a common disk C_(R^′ ) (R^′>R) which it has only simple pole at z=R. Finally, we deduce some results for geometric ergodicity and convergence parameters ρ_ij. | en_US |
| DC.subject | 馬可夫鏈 | zh_TW |
| DC.subject | 幾何遍地性 | zh_TW |
| DC.subject | 收斂參數 | zh_TW |
| DC.subject | Markov Chain | en_US |
| DC.subject | Geometric Ergodicity | en_US |
| DC.subject | Convergence parameter | en_US |
| DC.title | noone | zh_TW |
| dc.language.iso | zh-TW | zh-TW |
| DC.title | A Note on Geometric Ergodicity of Markov Chains | en_US |
| DC.type | 博碩士論文 | zh_TW |
| DC.type | thesis | en_US |
| DC.publisher | National Central University | en_US |