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arXiv 1012.4916math.PR
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具有$T$ -周期半群的非时齐马氏过程的遍历性

On some ergodicity properties for time inhomogeneous Markov processes with $T$-periodic semigroup

Reinhard Hoepfner, Eva Loecherbach

摘要:

考虑取值于波兰状态空间的时间非齐次强马尔可夫过程$(ξ_t)_{t\ge 0}$,其半群具有$T$ -周期结构.我们给出了简单的条件,这意味着遍历的网格链$(ξ_{kT})_{k\in \mathbb{N}_0}$在$d$维可能退化扩散的情况下,该条件的漂移和扩散系数的过程。

英文摘要:

We consider a time inhomogeneous strong Markov process $(ξ_t)_{t\ge 0}$ taking values in a Polish state space whose semigroup has a $T$-periodic structure. We give simple conditions which imply ergodicity of the grid chain $(ξ_{kT})_{k\in \mathbb{N}_0}$ In case of $d$-dimensional possibly degenerate diffusions, the conditions are stated in terms of drift and diffusion coefficient of the process.

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