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不动点与Markov过程的稳定性

徐立峰,张绍义   

  1. 湖北大学数学与统计学院 ,  武汉 430062
  • 出版日期:2015-02-25 发布日期:2015-05-19

徐立峰,张绍义. 不动点与Markov过程的稳定性[J]. 系统科学与数学, 2015, 35(2): 221-232.

XU Lifeng,ZHANG Shaoyi. FIXED POINT AND STABILITY FOR MARKOV PROCESSES[J]. Journal of Systems Science and Mathematical Sciences, 2015, 35(2): 221-232.

FIXED POINT AND STABILITY FOR MARKOV PROCESSES

XU Lifeng ,ZHANG Shaoyi   

  1. School of Mathematics and Statistics, Hubei University, Wuhan 430062
  • Online:2015-02-25 Published:2015-05-19

运用不动点方法与耦合技巧得到一般状态空间上Markov过程平稳分布存在 唯一性和KRW概率距离下的稳定性判据. 作为应用,讨论了扩散过程的稳定性.

In this paper, by fixed point methods and coupling techniques, we obtain some sufficient conditions which guarantee the existence and uniqueness of stationary distribution and the stability properties in KRW probability metric for a Markov process on a general state space. Then, the results are applied to study the stability of a diffusion process.

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