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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
- GEOMETRIC; ERGODICITY; TRANSIENCE; MARKOV 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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- 일반대학원 > 통계학과 > Theses_Master
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