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共有20条相似文献,以下是第1-20项 搜索用时 109 毫秒

1.  ON MARKOV CHAINS IN SPACE-TIME RANDOM ENVIRONMENTS  
   胡迪鹤  胡晓予《数学物理学报(B辑英文版)》,2009年第29卷第1期
   In Section 1, the authors establish the models of two kinds of Markov chains in space-time random environments (MCSTRE and MCSTRE(+)) with abstract state space. In Section 2, the authors construct a MCSTRE and a MCSTRE(+) by an initial distribution Φ and a random Markov kernel (RMK) p(γ). In Section 3, the authors es-tablish several equivalence theorems on MCSTRE and MCSTRE(+). Finally, the authors give two very important examples of MCMSTRE, the random walk in spce-time random environment and the Markov br...    

2.  The Invariance Principle for p-θ^→ Chain  
   Di He HU Zheng Yan XIAO《数学学报(英文版)》,2007年第23卷第1期
   There are two parts in this paper. In the first part we construct the Markov chain in random environment(MCRE), the skew product Markov chain and p-θ^→ chain from a random transition matrix and a two-dimensional probability distribution, and in the second part we prove that the invarianee principle for p-θ^→ chain, a more complex non-homogeneous Markov chain, is true under some reasonable conditions. This result is more powerful.    

3.  The existence and uniqueness of q-process in ran-dom environment  被引次数:10
   HU DiheSchool of Mathematics and Statistics  Wuhan University  Wuhan 430072  China 《中国科学A辑(英文版)》,2004年第47卷第5期
   We introduce some basic concepts such as random (sub-)transition function, q-function in random environment, g-process in random environment and some basic lemmas. For any continuous g-function in random environment, we prove that the g-process in random environment always exists, and that any g-process in random environment satisfies the random Kolmogorov backward equation and the minimal g-process in random environment always exists. When g is a continuous and conservative g-function in random environment, the necessary and sufficient conditions for the uniqueness of g-process in random environment are given. Finally the special cases, homogeneous random transition functions and homogeneous g-processes in random environments are considered.    

4.  An L0(F,R)-valued Function's Intermediate Value Theorem and Its Applications to Random Uniform Convexity  
   Tie Xin GUO  Xiao Lin ZENG《数学学报(英文版)》,2012年第28卷第5期
   Let (Ω , F , P ) be a probability space and L0 ( F, R ) the algebra of equivalence classes of real- valued random variables on (Ω , F , P ). When L0 ( F, R ) is endowed with the topology of convergence in probability, we prove an intermediate value theorem for a continuous local function from L0 ( F, R ) to L0 ( F, R ). As applications of this theorem, we first give several useful expressions for modulus of random convexity, then we prove that a complete random normed module ( S,|| · ||) is random uniformly convex iff Lp ( S ) is uniformly convex for each fixed positive number p such that 1 p + ∞ .    

5.  THE CONSTRUCTION OF MULTITYPE CANONICAL MARKOV BRANCHING CHAINS IN RANDOM ENVIRONMENTS  
   胡迪鹤《数学物理学报(B辑英文版)》,2006年第26卷第3期
   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.    

6.  Standard tri-point transition function  被引次数:1
   XIE Yuquan School of Mathematics and Computational Science  Xiangtan University  Xiangtan 411105  China《中国科学A辑(英文版)》,2005年第48卷第7期
   It is usually difficult to express a family of tri-point transition function (TTF) by a transition matrix as Markov processes with one parameter. In this paper, we define three kinds of connection matrixes on the states of standard tri-point transition function (STTF) and study their essential character, give a constructive method on the constant-value standard tri-point transition function and a general expression of the state-symmetric standard tri-point transition function by a sequence of the transition matrixes of special and simple Markov processes with one parameter.    

7.  THE ANALYTICAL PROPERTIES FOR HOMOGENEOUS RANDOM TRANSITION FUNCTIONS  
   胡迪鹤 邱育峰《数学物理学报(B辑英文版)》,2007年第27卷第1期
   The concepts of Markov process in random environment and homogeneous random transition functions are introduced. The necessary and sufficient conditions for homogeneous random transition function are given. The main results in this article are the analytical properties, such as continuity, differentiability, random Kolmogorov backward equation and random Kolmogorov forward equation of homogeneous random transition functions.    

8.  The Construction of Denumerable q-Processes in Random Environments-The Existence and Uniqueness  
   胡迪鹤  胡晓予《数学物理学报(B辑英文版)》,2008年第28卷第2期
   The concepts of Markov process in random environment, q-matrix in random environment, and q-process in random environment are introduced. The minimal q-process in random environment is constructed and the necessary and sufficient conditions for the uniqueness of q-process in random environment are given.    

9.  THE DECOMPOSITION OF STATE SPACE FOR MARKOV CHAIN IN RANDOM ENVIRONMENT  被引次数:1
   胡迪鹤《数学物理学报(B辑英文版)》,2005年第25卷第3期
   This paper is a continuation of [8] and [9]. The author obtains the decomposition of state space X of an Markov chain in random environment by making use of the results in [8] and [9], gives three examples, random walk in random environment, renewal process in random environment and queue process in random environment, and obtains the decompositions of the state spaces of these three special examples.    

10.  Construction and regularity of transition functions on polish spaces under measurability conditions  
   Liu-er Ye  Xian-ping Guo《应用数学学报(英文版)》,2013年第29卷第1期
   This paper concerns the construction and regularity of a transition (probability) function of a non-homogeneous continuous-time Markov process with given transition rates and a general state space. Motivating from a lot of restriction in applications of a transition function with continuous (in t≥0) and conservative transition rates q(t, x, Λ), we consider the case that q(t,x,Λ) are only required to satisfy a mild measurability (in t≥0) condition, which is a generalization of the continuity condition. Under the measurability condition we construct a transition function with the given transition rates, provide a necessary and sufficient condition for it to be regular, and further obtain some interesting additional results.    

11.  Gamma-Dirichlet algebra and applications  
   Shui Feng  Fang Xu《Frontiers of Mathematics in China》,2014年第9卷第4期
   The Gamma-Dirichlet algebra corresponds to the decomposition of the gamma process into the independent product of a gamma random variable and a Dirichlet process. This structure allows us to study the properties of the Dirichlet process through the gamma process and vice versa. In this article, we begin with a brief survey of several existing results concerning this structure. New results are then obtained for the large deviations of the jump sizes of the gamma process and the quasi-invariance of the two-parameter Poisson-Dirichlet distribution. We finish the paper with the derivation of the transition function of the Fleming-Viot process with parent independent mutation from the transition function of the measure-valued branching diffusion with immigration by exploring the Gamma-Dirichlet algebra embedded in these processes. This last result is motivated by an open R. C. Gritfiths. problem proposed by S. N. Ethier and    

12.  Age-dependent branching processes in random environments  被引次数:4
   YingQiu Li and QuanSheng Liu《中国科学A辑(英文版)》,2008年第51卷第10期
   We consider an age-dependent branching process in random environments. The environments are represented by a stationary and ergodic sequence ξ = (ξ0,ξ1,...) of random variables. Given an environment ξ, the process is a non-homogenous Galton-Watson process, whose particles in n-th generation have a life length distribution G(ξn) on R , and reproduce independently new particles according to a probability law p(ξn) on N. Let Z(t) be the number of particles alive at time t. We first find a characterization of the conditional probability generating function of Z(t) (given the environment ξ) via a functional equation, and obtain a criterion for almost certain extinction of the process by comparing it with an embedded Galton-Watson process. We then get expressions of the conditional mean EξZ(t) and the global mean EZ(t), and show their exponential growth rates by studying a renewal equation in random environments.    

13.  CONSTRUCTION OF REAL-VALUED MULTIVARIATE WAVELETS  
   XIAOSHAOLIANG《高校应用数学学报(英文版)》,1995年第10卷第2期
   In this paper, we give a method to construct multivariate wavelets for skew-symmetric scaling function. Such wavelets have some desirable properties, e.g., they are real-valued and orthogonal if the scaling function is real-valued and orthonormal respectively.    

14.  Successful couplings for a class of stochastic differential equations driven by Lvy processes  
   LIN HuoNan & WANG Jian《中国科学 数学(英文版)》,2012年第8期
   By constructing proper coupling operators for the integro-differential type Markov generator,we establish the existence of a successful coupling for a class of stochastic differential equations driven by L’evy processes.Our result implies a new Liouville theorem for space-time bounded harmonic functions with respect to the underlying Markov semigroups,and it is sharp for Ornstein-Uhlenbeck processes driven by α-stable L’evy processes.    

15.  一般Gauss—Markov模型下最小二乘估计是最佳估计的充要条件  
   林春土《数学研究与评论》,1993年第13卷第3期
   In this paper, we discuss the decomposition of the space μ(X : V) and the invariance with respect to the choice of a generalized inverse of matrix X in the general Gauss-Markov model. In Theorem 1, we give necessary and sufficient conditions for the least squares estimator Pxy = BLUE(Xβ) under the general Gauss-Markov model M = {y,Xβ,σ2V}. In Theorem 2, we prove that Pxy= BLUE(Xβ) under model M and invariant with respect to the choice of a generalized inverse of matrix X are equivalent.    

16.  A random walk with a branching system in random environments  被引次数:1
   Ying-qiu LI  Xu LI  Quan-sheng LIU《中国科学A辑(英文版)》,2007年第50卷第5期
   We consider a branching random walk in random environments, where the particles are reproduced as a branching process with a random environment (in time), and move independently as a random walk on Z with a random environment (in locations). We obtain the asymptotic properties on the position of the rightmost particle at time n, revealing a phase transition phenomenon of the system.    

17.  Infinitely dimensional control Markov branching chains in random environments  被引次数:5
   HU Dihe School of Mathematics and Statistics  Wuhan University  Wuhan 430072  China《中国科学A辑(英文版)》,2006年第49卷第1期
   First of all we introduce the concepts of infinitely dimensional control Markov branching chains in random environments (β-MBCRE) and prove the existence of such chains, then we introduce the concepts of conditional generating functionals and random Markov transition functions of such chains and investigate their branching property. Base on these concepts we calculate the moments of the β-MBCRE and obtain the main results of this paper such as extinction probabilities, polarization and proliferation rate. Finally we discuss the classification of β-MBCRE according to the different standards.    

18.  First Passage Models for Denumerable Semi-Markov Decision Processes with Nonnegative Discounted Costs  
   Yong-hui Huang  Xian-ping Guo School of Mathematics    Computational Science  Sun Yat-Sen University  Guangzhou   China《应用数学学报(英文版)》,2011年第27卷第2期
   This paper considers a first passage model for discounted semi-Markov decision processes with denumerable states and nonnegative costs.The criterion to be optimized is the expected discounted cost incurred during a first passage time to a given target set.We first construct a semi-Markov decision process under a given semi-Markov decision kernel and a policy.Then,we prove that the value function satisfies the optimality equation and there exists an optimal(or e-optimal) stationary policy under suitable conditions by using a minimum nonnegative solution approach.Further we give some properties of optimal policies.In addition,a value iteration algorithm for computing the value function and optimal policies is developed and an example is given.Finally,it is showed that our model is an extension of the first passage models for both discrete-time and continuous-time Markov decision processes.    

19.  ADDITIVE FUNCTIONALS AND PERTURBATION OF SEMIGROUP  
   JIN Mengwei  YING Jiangang《数学年刊B辑(英文版)》,2001年第22卷第4期
   g1. Introduction and PreliminariesSuPpose that X is a right Markov process with state space E and transition sendgrouP(Pt). Given a multiplicative functional M of X, we define for any nonnegative measurablefunction f on E,Qti(x):= p"(f(X)M), x E E, t 2 0.It follows from the multiplicativity of M that (Qt) is also a semigrouP of transition functionson E and usuaJly called a perturbation semigroap of (Pt). The wellknOWn FeynmanKacsendgrouP is a special case where X is a Brownian moti…    

20.  CONTACT PROCESS ON HEXAGONAL LATTICE  
   姚强  李群昌《数学物理学报(B辑英文版)》,2010年第30卷第3期
   In this article, we discuss several properties of the basic contact process on hexagonal lattice H, showing that it behaves quite similar to the process on d-dimensional lattice Zd in many aspects. Firstly, we construct a coupling between the contact process on hexagonal lattice and the oriented percolation, and prove an equivalent finite space-time condition for the survival of the process. Secondly, we show the complete convergence theorem and the polynomial growth hold for the contact process on hexagonal lattice. Finally, we prove exponential bounds in the supercritical case and exponential decay rates in the subcritical case of the process.    

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