Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | 박지원 | - |
dc.creator | 박지원 | - |
dc.date.accessioned | 2016-08-25T02:08:56Z | - |
dc.date.available | 2016-08-25T02:08:56Z | - |
dc.date.issued | 1994 | - |
dc.identifier.other | OAK-000000029791 | - |
dc.identifier.uri | https://dspace.ewha.ac.kr/handle/2015.oak/175386 | - |
dc.identifier.uri | http://dcollection.ewha.ac.kr/jsp/common/DcLoOrgPer.jsp?sItemId=000000029791 | - |
dc.description.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. | - |
dc.description.tableofcontents | ABSTRACT = 1 1. Introduction = 2 2. Definitions and preliminaries = 4 3. Geometric ergodicity of {X_(n)} = 8 4. Transience of Markov chain {X_(n)} = 14 REFERENCES = 17 논문초록 = 18 | - |
dc.format | application/pdf | - |
dc.format.extent | 425735 bytes | - |
dc.language | eng | - |
dc.publisher | Graduate School of Ewha Womans University | - |
dc.subject | GEOMETRIC | - |
dc.subject | ERGODICITY | - |
dc.subject | TRANSIENCE | - |
dc.subject | MARKOV PROCESS | - |
dc.title | A STUDY FOR GEOMETRIC ERGODICITY AND TRANSIENCE OF A MARKOV PROCESS X_(n+1) = f(X_(n)) + ε_(n+1) | - |
dc.type | Master's Thesis | - |
dc.format.page | 18 p. | - |
dc.identifier.thesisdegree | Master | - |
dc.identifier.major | 대학원 통계학과 | - |
dc.date.awarded | 1995. 2 | - |