Golomoziy V. Ergodicity and stability of almost homogeneous Markov chains

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0411U005037

Thesis Registration Form

0411U005037.pdf

Applicant for

Specialization

  • 01.01.05 - Теорія ймовірностей і математична статистика

20-12-2010

Specialized Academic Board

Д 26.001.37

Taras Shevchenko National University of Kyiv

Essay

Thesis is devoted to investigation of ergodicity and stability of Markov chains, particulary in time non-homogeneous case. Obtained conditions for stability of Markov chains in both - homogeneous and non-homogeneous cases. One of such conditions, is minorization condition. With the condition of uniformal minorization obtained an estimate which is accurate for an order and for a constant. Using classical minorization condition obtained estimates of stability for homogeneous and non-homogeneous chains and also estimate of stability in g-norm.

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Files

Diser.pdf

aref.doc

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