随机单调Markov积分半群

讨论了Markov积分半群的单调性和转移函数的单调性的等价性,并得到最小的Q半群是单调的充要条件.     

Markov积分半群的扰动和逼近

为了研究Markov积分半群的扰动和逼近,根据转移函数与Markov积分半群之间一一对应关系,以及转移函数的扰动和逼近,通过积分的方法,获得了Markov积分半群的广义Phillips扰动定理和Trotter-Kato逼近定理.     

Markov积分算子半群的限制及关于增加积分算子半群的生成

证明了转移函数是l∞的一个子空C^1上的正的压缩C0半群，其极小生成元恰好是Markov积分算子半群的生成元在C^1中的部分；Markov积分算子半群的生成元稠定的充分必要条件是q-矩阵Q一致有界；同时转移函数是Feller—Reuter—Riley的充要条件是Markov积分算子半群的生成元在Cn中的部分产生一个强连续半群．最后，在序Banach空间给出了增加的压缩积分算子半群的生成定理．     

T（t）-积分半群

本文引入T(t)-积分半群的概念，它是n次积分半群及a次积分半群的推广．我们给出T(t)-积分半群的定义、生成定理，并讨论相应的一类积分型抽象Cauchy问题解的存在唯一性．     

广义积分半群

该文引进了广义积分半群的概念,这是积分半群的一个直接推广,定义了它的生成元,讨论了生成定理,并给出了几个例子的应用。     

Fresnel积分的再推广

使用复变函数论中的方法计算了一类复杂的反常积分,这些反常积分都是Fresnel积分的推广.     

弱对称Markov积分半群的表示

本文研究了弱对称Markov积分半群的表示.利用积分的方法,获得了弱对称Markov积分半群的Kendall和Karlin-McGregor表示,推广了转移函数的Kendall和Karlin-McGregor表示.     

超空间中次正则函数的Cauchy积分公式*

在本文中, 首先给出了超空间中次正则函数(sandwich方程 D_xfD_x=0的解)的一些性质, 然后证明了超空间中的Cauchy-Pompeiu公式, 最后得到了超空间中的Cauchy积分公式和Cauchy积分定理.     

积分型Cauchy中值定理的推广

介绍并证明积分型Cauchy中值定理的推广。     

Markov链在教育测量中的应用

将“问题解决”的分析、建模、求解和检验四个阶段作为随机过程的状态得到一Markov链.利用有关随机过程的知识对Markov链进行分类和求解.由此,对学生解决问题的能力进行测量,得到了一些合理结果.     

Markov Integrated Semigroups and their Applications to Continuous-Time Markov Chains

A Markov integrated semigroup G(t) is by definition a weaklystar differentiable and increasing contraction integrated semigroup on l _∞. We obtain a generation theorem for such semigroups and find that they are not integrated C ₀-semigroups unless the generators are bounded. To link up with the continuous-time Markov chains (CTMCs), we show that there exists a one-to-one relationship between Markov integrated semigroups and transition functions. This gives a clear probability explanation of G(t): it is just the mean transition time, and allows us to define and to investigate its q-matrix. For a given q-matrix Q, we give a criterion for the minimal Q-function to be a Feller-Reuter-Riley (FRR) transition function, this criterion gives an answer to a long-time question raised by Reuter and Riley (1972). This research was supported by the China Postdoctoral Science Foundation (No.2005038326).     

马氏环境中的马氏链与马氏双链

本文研究了马氏环境中的马氏链,利用马氏双链的性质,得到了马氏环境中的马氏链回返于小柱集上的概率的若干估计式.     

Semigroups associated to generalized polynomials and some classical formulas

We study operator semigroups associated with a family of generalized orthogonal polynomials with Hermitian matrix entries. For this we consider a Markov generator sequence, and therefore a Markov semigroup, for the family of orthogonal polynomials on related to the generalized polynomials. We give an expression of the infinitesimal generator of this semigroup and under the hypothesis of diffusion we prove that this semigroup is also Markov. We also give expressions for the kernel of this semigroup in terms of the one-dimensional kernels and obtain some classical formulas for the generalized orthogonal polynomials from the correspondent formulas for orthogonal polynomials on .     

Fuzzy Markov Chains and Decision-Making

Decision-making in an environment of uncertainty and imprecision for real-world problems is a complex task. In this paper it is introduced general finite state fuzzy Markov chains that have a finite convergence to a stationary (may be periodic) solution. The Cesaro average and the -potential for fuzzy Markov chains are defined, then it is shown that the relationship between them corresponds to the Blackwell formula in the classical theory of Markov decision processes. Furthermore, it is pointed out that recurrency does not necessarily imply ergodicity. However, if a fuzzy Markov chain is ergodic, then the rows of its ergodic projection equal the greatest eigen fuzzy set of the transition matrix. Then, the fuzzy Markov chain is shown to be a robust system with respect to small perturbations of the transition matrix, which is not the case for the classical probabilistic Markov chains. Fuzzy Markov decision processes are finally introduced and discussed.     

Semigroups, Rings, and Markov Chains

We analyze random walks on a class of semigroups called left-regular bands. These walks include the hyperplane chamber walks of Bidigare, Hanlon, and Rockmore. Using methods of ring theory, we show that the transition matrices are diagonalizable and we calculate the eigenvalues and multiplicities. The methods lead to explicit formulas for the projections onto the eigenspaces. As examples of these semigroup walks, we construct a random walk on the maximal chains of any distributive lattice, as well as two random walks associated with any matroid. The examples include a q-analogue of the Tsetlin library. The multiplicities of the eigenvalues in the matroid walks are generalized derangement numbers, which may be of independent interest.     

Criteria for Feller transition functions

This paper presents some conditions for the minimal Q-function to be a Feller transition function, for a given q-matrix Q. We derive a sufficient condition that is stated explicitly in terms of the transition rates. Furthermore, some necessary and sufficient conditions are derived of a more implicit nature, namely in terms of properties of a system of equations (or inequalities) and in terms of the operator induced by the q-matrix. The criteria lead to some perturbation results. These results are applied to birth-death processes with killing, yielding some sufficient and some necessary conditions for the Feller property directly in terms of the rates. An essential step in the analysis is the idea of associating the Feller property with individual states.