连续时间非时齐马氏过程的广义Dobrushin系数的估计

摘要

In this paper, we study the estimate of the generalized ergodic coefficient for inhomogeneous Markov processes. On the basis of the generalization of the classical Dobrushin ergodic coefficient and using the matrix, we obtain the estimate of the generalized ergodic coefficient, which extends the result of the estimation of the ergodic coefficient for homogeneous Markov processes, with which we can get a criterion for the geometric ergodicity.%本文研究了非时齐马氏过程的广义Dobrushin系数的估计问题。在将经典Dobrushin遍历系数推广为加权的遍历系数的基础上，利用了矩阵拆分的方法，得到了对这种广义遍历系数的估计方法，推广了时齐马氏过程关于遍历系数的估计结果，借此可进一步得到有关遍历性的判定结论。