Markov调制的随机系统平稳分布的存在与唯一性

摘要

This paper deals with the existence and uniqueness of stationary distribution of stochastic systems with Markovian switching.By using Lyapunov method and the coupling technique some sufficient conditions for the existence and uniqueness of stationary distribution of these systems are obtained.These conditions are easy to check usually.%本文讨论Markov调制的随机系统平稳分布的存在与唯一性.利用Lyapunov方法与耦合方法得到这类系统存在唯一平稳分布的一些充分条件,这些条件易于验证具可操作性.