masterThesis
Ergodicidade em cadeias de Markov não-homogêneas e cadeias de Markov com transições raras
Fecha
2014-02-14Registro en:
NASCIMENTO, Antônio Marcos Batista do. Ergodicidade em cadeias de Markov não-homogêneas e cadeias de Markov com transições raras. 2014. 74 f. Dissertação (Mestrado em Probabilidade e Estatística; Modelagem Matemática) - Universidade Federal do Rio Grande do Norte, Natal, 2014.
Autor
Nascimento, Antônio Marcos Batista do
Resumen
The central objective of a study Non-Homogeneous Markov Chains is the concept
of weak and strong ergodicity. A chain is weak ergodic if the dependence on the
initial distribution vanishes with time, and it is strong ergodic if it is weak ergodic and
converges in distribution. Most theoretical results on strong ergodicity assume some
knowledge of the limit behavior of the stationary distributions. In this work, we collect
some general results on weak and strong ergodicity for chains with space enumerable
states, and also study the asymptotic behavior of the stationary distributions of a
particular type of Markov Chains with finite state space, called Markov Chains with
Rare Transitions
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