翻訳と辞書
Words near each other
・ Foster Yeoman
・ Foster's Almshouses, Bristol
・ Foster's Castle
・ Foster's Crown Law
・ Foster's Daily Democrat
・ Foster's Group
・ Foster's Home for Imaginary Friends
・ Foster's Hush
・ Foster's Lager
・ Foster's Mound
・ Foster's reactance theorem
・ Foster's Release
・ Foster's rule
・ Foster's School
・ Foster's Tavern
Foster's theorem
・ Foster, Bracken County, Kentucky
・ Foster, California
・ Foster, Casey County, Kentucky
・ Foster, Clark County, Wisconsin
・ Foster, Eau Claire County, Wisconsin
・ Foster, Fort Bend County, Texas
・ Foster, Indiana
・ Foster, Kentucky
・ Foster, Minnesota
・ Foster, Missouri
・ Foster, Nebraska
・ Foster, Oklahoma
・ Foster, Oregon
・ Foster, Rastrick and Company


Dictionary Lists
翻訳と辞書 辞書検索 [ 開発暫定版 ]
スポンサード リンク

Foster's theorem : ウィキペディア英語版
Foster's theorem

In probability theory, Foster's theorem, named after F. G. Foster, is used to draw conclusions about the positive recurrence of Markov chains with countable state spaces. It uses the fact that positive recurrent Markov chains exhibit a notion of "Lyapunov stability" in terms of returning to any state while starting from it within a finite time interval.
Consider an aperiodic, irreducible discrete-time Markov chain on a countable state space ''S'' having a transition probability matrix P with elements ''p''''ij'' for pairs ''i'', ''j'' in ''S''. Foster's theorem states that the Markov chain is positive recurrent if and only if there exists a Lyapunov function , such that V(i) \geq -\infty \text \forall \text i \in S and
# \sum_p_V(j) < for i \in F
# \sum_p_V(j) \leq V(i) - \epsilon for all i \notin F
for some finite set ''F'' and strictly positive ''ε''.
==Related links==

* Lyapunov optimization
* Lyapunov function

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
ウィキペディアで「Foster's theorem」の詳細全文を読む



スポンサード リンク
翻訳と辞書 : 翻訳のためのインターネットリソース

Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.