The Application Of Split Chain |
Posted on:2012-07-25 | Degree:Master | Type:Thesis |
Country:China | Candidate:D Wang | Full Text:PDF |
GTID:2230330395987817 | Subject:Probability theory and mathematical statistics |
Abstract/Summary: | PDF Full Text Request |
In this paper we introduce split chain and analyze the connecting the split and original chains.The splitting construction is valueble because of the various proper-ties that Φ inherits from Φ.Then we deduce the convergence of total variation norm on the discrete state space.The improtant thing is that we introduce the first-entrance last-exit decom-positions and regenerative decomposition. In order to use the splitting technique for analysis of total variation norm convergence for general state space chains we must extend the first-entrance last-exit decomposition to general spaces.Finally, we research convergence of total variation norm if there exists an ergodic atom. |
Keywords/Search Tags: | split chain, first-entrance last-exit decompositions, regenerativedecomposition, total variation norm, harris ergodicity, ergodic atom |
PDF Full Text Request |
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