共查询到20条相似文献,搜索用时 281 毫秒
1.
本文定义并证明了Markov链的收敛性,在此基础上得到了与能耗系统“熵增加原理”相对应的Markov链信息系统熵增加定理. 相似文献
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区域劳动力结构演进的随机模型及分析 总被引:1,自引:0,他引:1
采用具有吸收态的Markov过程刻画劳动力流动转移这一随机过程,利用劳动力的转移概率,得到了劳动力个体转移到各个产业间的平均工作时间及方差;同时也给出了在整个生产活动中劳动力个体的工作时间总和的均值及方差,本文也推导了劳动力个体在整个生产活动中创造的地区生产值分布,并由此给出地区生产总值计算方法.本文最后给出了一个数值计算实例. 相似文献
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胡迪鹤 《数学物理学报(B辑英文版)》2006,26(3):431-442
The investigation for branching processes has a long history by their strong physics background, but only a few authors have investigated the branching processes in random environments. First of all, the author introduces the concepts of the multitype canonical Markov branching chain in random environment (CMBCRE) and multitype Markov branching chain in random environment (MBCRE) and proved that CMBCRE must be MBCRE, and any MBCRE must be equivalent to another CMBCRE in distribution. The main results of this article are the construction of CMBCRE and some of its probability properties. 相似文献
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本文得到了可列值随机变量序列的用不等式表示的强极限定理,即小偏差定理,包含了[1]的结果.[1]中研究的是相对于齐次Markov 链的偏差,而本文允许非齐次的情形. 相似文献
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Markov积分算子半群的限制及关于增加积分算子半群的生成 总被引:4,自引:0,他引:4
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. 相似文献
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本文研究了在一般状态空间具有平均费用的非平稳Markov决策过程,把在平稳情形用补充的折扣模型的最优方程来建立平均费用的最优方程的结果,推广到非平稳的情形.利用这个结果证明了最优策略的存在性. 相似文献
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Large Deviations for Empirical Measures of Not Necessarily Irreducible Countable Markov Chains with Arbitrary Initial Measures 总被引:1,自引:0,他引:1
Yi Wen JIANG Li Ming WU 《数学学报(英文版)》2005,21(6):1377-1390
All known results on large deviations of occupation measures of Markov processes are based on the assumption of (essential) irreducibility. In this paper we establish the weak* large deviation principle of occupation measures for any countable Markov chain with arbitrary initial measures. The new rate function that we obtain is not convex and depends on the initial measure, contrary to the (essentially) irreducible case. 相似文献
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Kimberly K. J. Kinateder 《Journal of Theoretical Probability》1995,8(3):539-547
In this work, a corner Markov type of property is suggested as a multiparameter interpretation of the classical Markov property. The first result presents one-dimensional conditions on a random field {
z
},z
+
2
, which, together with a Cairoli-WalshF4-type of condition, are sufficient for this corner Markov property. In the second part of this work two approaches to relevant strong Markov properties are discussed. 相似文献
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获得了弱Poincaré不等式的若干分析与概率性质. 特别地, 对于强Feller过程证明该不等式等价于以下各条性质: (i)Liouville性质(或不可约性); (ii)成功耦合(或推移耦合)的存在性; (iii)Markov 过程依全变差范数的收敛性; (iv)尾σ 代数(或不变σ 代数)的平凡性; (v)转移密度的收敛性. 此外, 还使用弱Poincaré不等式估计了Markov半群依全变差范数的收敛速度. 相似文献
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以首中时的矩来研究连续时间Markov链高阶偏差矩阵的存在及有限性, 并由此给出转移矩阵收敛到平稳分布的多项式速度的估计. 对于生灭过程, 给出了显式的表达式. 相似文献
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I. M. Sonin 《Annals of Operations Research》1991,29(1):417-426
An inequality regarding the minimum ofP(lim inf(X
n
D
n
)) is proved for a class of random sequences. This result is related to the problem of sufficiency of Markov strategies for Markov decision processes with the Dubins-Savage criterion, the asymptotical behaviour of nonhomogeneous Markov chains, and some other problems. 相似文献
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在以前,一个工程项目的进程的管理问题在各工段的施工时间为相互独立且都服从负指数分布的假设下通过一个网络图化为对一个马尔可夫链的控制和优化的研究.本文在一般情况下(放弃对各工程段的时间服从负指数分布的假设)把工程项目进程的管理问题化为对一个马尔可夫骨架过程的控制和优化问题. 相似文献
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本给出一个将DHMM转化为齐次马尔可夫链的定理,该定理提供了利用在理论上比较完善的齐次马尔可夫链来研究DHMM的一个方法. 相似文献
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Jeff Goldsmith Lei Huang Ciprian M. Crainiceanu 《Journal of computational and graphical statistics》2013,22(1):46-64
We develop scalar-on-image regression models when images are registered multidimensional manifolds. We propose a fast and scalable Bayes’ inferential procedure to estimate the image coefficient. The central idea is the combination of an Ising prior distribution, which controls a latent binary indicator map, and an intrinsic Gaussian Markov random field, which controls the smoothness of the nonzero coefficients. The model is fit using a single-site Gibbs sampler, which allows fitting within minutes for hundreds of subjects with predictor images containing thousands of locations. The code is simple and is provided in the online Appendix (see the “Supplementary Materials” section). We apply this method to a neuroimaging study where cognitive outcomes are regressed on measures of white-matter microstructure at every voxel of the corpus callosum for hundreds of subjects. 相似文献
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《Journal of computational and graphical statistics》2013,22(2):306-310
This article shows how to perform perfect simulation of a functional of a Dirichlet process, when the values of the functional are bounded. It also gives a procedure for “approximate” simulation in the case of unbounded functional values. 相似文献
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殷庆和 《应用数学学报(英文版)》1998,14(2):152-156
1.IntroductionThefractalsgeneratedbytheattractorsofiteratedfunctionsystems(i.f.s.)havebeenresearchedbymanyauthorsfl--3'6'7'9].ByaniteratedfunctionsystemwemeanacompactmetricspaceXtogetherwithacollectionofcontinuousmapsTI,T2,'tTNonit,denotedby(X,TI,',TN).IfalltheTi'sarecontractionswecall(X;TI,',TN)ahyperboliciteratedfunctionsystem(h.i.f.s.).NForanh.i.f.s.thereexistsacompactsubsetAofX,suchthatA=.UTi(A).Aiscalledtheattractoroftheh.i.f.s.DenoteZ=(1,2,',N)N,anddefineametricdonZby… 相似文献