论文标题

估计使用主导序列的同时更新时间的续订时间续签时间

On estimation of expectation of simultaneous renewal time of time-inhomogeneous Markov chains using dominating sequence

论文作者

Golomoziy, Vitaliy

论文摘要

本文研究的主要主题是同时续订两个时间均匀的马尔可夫链,从任意初始分布开始。通过同时续签,我们的意思是第一次通过这两个流程击中特定的集合$ c $。在存在的条件下,由链条产生的续订序列和非务实条件产生的续签序列的主导序列获得了同时续签时间的上限。

The main subject of the study in this paper is the simultaneous renewal time for two time-inhomogeneous Markov chains which start with arbitrary initial distributions. By a simultaneous renewal we mean the first time of joint hitting the specific set $C$ by both processes. Under the condition of existence a dominating sequence for both renewal sequences generated by the chains and non-lattice condition for renewal probabilities an upper bound for the expectation of the simultaneous renewal time is obtained.

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