Stationary distributions and ergodicity of reflection-type Markov chains

doi:10.1016/j.spl.2022.109597

	Stationary distributions and ergodicity of reflection-type Markov chains
	Liu, Yujie 1,2; Niu, Minwen 1,2; Yao, Dacheng 1,2; Zhang, Hanqin 3
刊名	STATISTICS & PROBABILITY LETTERS
	2022-10-01
卷号	189 页码:8
关键词	Markov chain Ergodicity Stationary distribution Feller chain Small set
ISSN号	0167-7152
DOI	10.1016/j.spl.2022.109597
英文摘要	We consider a reflection-type Markov chain which is usually used to characterize some process features in stochastic control and operations management. The existence of its stationary distributions is established by proving it to be the Feller chain, and its ergodicity is obtained by constructing the small set. Furthermore, for the non-ergodic case, the system dynamics are completely characterized. (c) 2022 Elsevier B.V. All rights reserved.
资助项目	CAS Project for Young Scientists in Basic Research[YSBR-008] ; National Natural Science Foundation of China[11771432] ; National Natural Science Foundation of China[11871461] ; National Natural Science Foundation of China[72071199]
WOS研究方向	Mathematics
语种	英语
出版者	ELSEVIER
WOS记录号	WOS:000886363400003
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/60643]
专题	中国科学院数学与系统科学研究院
通讯作者	Zhang, Hanqin
作者单位	1.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, CEMS, MADIS, Beijing 100191, Peoples R China 3.Natl Univ Singapore, Business Sch, Singapore 119245, Singapore
推荐引用方式 GB/T 7714	Liu, Yujie,Niu, Minwen,Yao, Dacheng,et al. Stationary distributions and ergodicity of reflection-type Markov chains[J]. STATISTICS & PROBABILITY LETTERS,2022,189:8.
APA	Liu, Yujie,Niu, Minwen,Yao, Dacheng,&Zhang, Hanqin.(2022).Stationary distributions and ergodicity of reflection-type Markov chains.STATISTICS & PROBABILITY LETTERS,189,8.
MLA	Liu, Yujie,et al."Stationary distributions and ergodicity of reflection-type Markov chains".STATISTICS & PROBABILITY LETTERS 189(2022):8.