一般状态空间马氏链随机泛函的指数矩
THE MOMENTS OF EXPONENTIAL OF STOCHASTIC FUNCTIONAL FOR MARKOV CHAINS ON GENERAL STATE SPACE

本文研究了一般状态空间马氏链随机泛函的指数矩.利用最小非负解理论，得到了随机泛函的指数矩是相应方程的最小非负解，推广了可数状态空间马氏链的结果，作为应用，证明了随机泛函的指数矩与漂移条件等价.
In this paper, we research the exponential moments of stochastic functional for markov chains on general state space. By using the theory of minimal nonnegative solutions, we obtain the minimal nonnegative solutions to the corresponding equation is the exponential moments of stochastic functional, the results for markov chains on denumerable space are enlarged, as application, the equivalence between the exponential moments of stochastic functional and drift condition, are proved