博碩士論文 101221025 完整後設資料紀錄

DC 欄位 語言
DC.contributor數學系zh_TW
DC.creator盧炤傑zh_TW
DC.creatorChao-Chieh Luen_US
dc.date.accessioned2014-7-21T07:39:07Z
dc.date.available2014-7-21T07:39:07Z
dc.date.issued2014
dc.identifier.urihttp://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.descriptionNational Central Universityen_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.abstractWe 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.subjectMarkov Chainen_US
DC.subjectGeometric Ergodicityen_US
DC.subjectConvergence parameteren_US
DC.titlenoonezh_TW
dc.language.isozh-TWzh-TW
DC.titleA Note on Geometric Ergodicity of Markov Chainsen_US
DC.type博碩士論文zh_TW
DC.typethesisen_US
DC.publisherNational Central Universityen_US

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