View : 40 Download: 0

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

Title
A STUDY FOR ERGODICITY AND RECURRENCE OF A MARKOV PROCESS X_(n+1)=f(X_(n))+ε_(n+1)(X_(n))
Authors
高恩慶
Issue Date
1993
Department/Major
대학원 통계학과
Publisher
이화여자대학교 대학원
Degree
Master
Advisors
이외숙
Abstract
본 논문에서는 X(n+1)=f(X(n))+ε(n+1)f(X(n)) 의 형태를 갖는 Markov 과정이 φ-irreducible 하기위한 조건을 보이고, 이 가정하에서 ergodicity와 recurrence 하기위한 충분조건을 찾는다.;In this thesis, we consider a Markov process {X(n)} on R^(k) of the form X(n+1)=f(X(n))+ε(n+1) f(X(n)). We find the condition under which {X(n)} is φ-irreducible, and under the assumption of φ-irreducibility, we find sufficient conditions for ergodicity and recurrence of the process.
Fulltext
Show the fulltext
Appears in Collections:
일반대학원 > 통계학과 > Theses_Master
Files in This Item:
There are no files associated with this item.
Export
RIS (EndNote)
XLS (Excel)
XML


qrcode

Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.

BROWSE