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STUDY ON A MARKOV PROCESS GENERATED BY CONTRACTION

Title
STUDY ON A MARKOV PROCESS GENERATED BY CONTRACTION
Authors
이홍숙
Issue Date
1989
Department/Major
대학원 수학과
Keywords
MARKOV PROCESSCONTRACTIONMathematics
Publisher
The Graduate School of Education at Ehwa Womans Univ.
Degree
Master
Abstract
In this paper, we consider a Markov process {X_(n)} on R^(k) which is generated by X_(n+1)=f(X_(n))+∈_(n+1) where f is a contraction. Sufficient conditions for the existence of a unique invariant probability measure for {x_(n)} are obtained. And we find variance σ^(2) for limiting normal distribution when f is linear.;이 논문에서는 R^(k)상에서의 f가 축소 함수인 X^(n) = f(X_(n) + ∈_(n) 에 의해서 생성되는 Markov 확률과정 {X^(n)}을 생각하였다. 유일한 불변확률측도가 존재하기 위한 충분조건이 주어지며 f가 선형일 때 점근적 정규분포에 관한 분산 σ^(2)이 계산되었다.
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