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A STUDY FOR GEOMETRIC ERGODICITY AND TRANSIENCE OF A MARKOV PROCESS X_(n+1) = f(X_(n)) + ε_(n+1)

Title
A STUDY FOR GEOMETRIC ERGODICITY AND TRANSIENCE OF A MARKOV PROCESS X_(n+1) = f(X_(n)) + ε_(n+1)
Authors
박지원
Issue Date
1994
Department/Major
대학원 통계학과
Keywords
GEOMETRICERGODICITYTRANSIENCEMARKOV PROCESS
Publisher
Graduate School of Ewha Womans University
Degree
Master
Abstract
In this thesis, we consider a Markov process {X_(n)} on R^(k) of the form X_(n+1) = f(X_(n),) + ε_(n+l). Under the assumption of φ- irriducibility, we find sufficient conditions for geometric ergodicity and transience of the process.;본 논문에서는 X_(n+1) = f(X_(n))+ε_(n+1)의 형태를 갖는 Markov과정이 φ-irreducible 하다는 가정하에서 geometrically ergodic 하기위한 충분조건과 transient 하기위한 충분조건을 찾는다.
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