ergodic markov chain

Generally, it is not easy to find the exact tail-estimation for the distribution of the minimum value in partial sum sequence of a stationary ergodic Markov chain.

一般情况下对平稳遍历马尔可夫链部分和序列最小值分布进行精确尾估计是较困难的。

In this paper, the completely ergodic Markov chain with rewards is considered. A definition of reliability in probability form is given, based on the frequency form as used in engineering.

本文对带有报酬的完全各态历经的马氏链，根据工程上使用的频率形式保证率的定义，给出它的概率形式的定义。

This paper examines port queuing system with single berth. For its imbedded Markov chain, the author gives a necessary and sufficient condition under which the system is ergodic.

港口系统排队模型由两个排队子系统构成。本文对单个泊位(服务台)的情形讨论了它的嵌入马氏链，给出了系统遍历的充分必要条件。