共查询到18条相似文献,搜索用时 434 毫秒
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费时龙 《高校应用数学学报(A辑)》2016,(3):273-280
考虑到随机环境中马氏链的状态在受到环境因素各种条件的影响下,引入了随机环境中马氏链状态的各种常返性与暂留性概念,讨论了这些常返性与暂留性的相互关系,从而说明随机环境中马氏链状态的常返性与暂留性和经典马氏链状态的常返性与暂留性有着显著的区别. 相似文献
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研究了随机环境中马氏链的周期性,引入了随机环境中马氏链的正常返和零常返,利用状态的周期讨论了随机环境中马氏链的正常返性,给出了状态正常返的若干充分条件,从而推广了经典马氏链的相应结论. 相似文献
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给出了随机环境中马氏链状态必然是弱常返或强暂留的几个充分条件,引入了状态周期的概念,得到类似于经典马氏链状态周期的几个性质.引入了随机环境中马氏链状态的几个数字特征,给出了随机环境中马氏链状态是弱常返与强常返等价的充分条件,利用这一条件可以说明相关文献所出现的错误结论. 相似文献
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双无限随机环境中的常返马氏链 总被引:2,自引:0,他引:2
对双无限随机环境中的马氏链,给出了常返的两种可能的定义,讨论了它们间的联系和基本性质,给出了状态或链为常返的判断准则.讨论了双无限随机环境中马氏链的不变测度的存在性,首次给出了双无限随机环境中马氏链的正常返及零常返的概念,并讨论了其相关性质.特别地,应用不变函数的性质,给出了状态具有正常返性或零常返性的判断准则. 相似文献
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在π-不可约条件下,得到随机环境中的马氏链瞬时和常返的判定准则,进而得到随机环境中马氏链常返的充要条件;如果环境还是平稳的,则状态空间中不存在非正则本质态. 相似文献
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随机环境中马氏链的常返性和瞬时性 总被引:1,自引:0,他引:1
讨论了随机环境马氏链中具有强π不可约性链的常返性的判定,从而得到了强π不可约链常返性判定的充分必要条件,同时给出了在一定条件下随机环境中的马氏链的瞬时性判定的几个充分条件. 相似文献
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刘怀高 《数理统计与应用概率》1994,9(1):52-58
设P0=(Pij)是一个状态空间为E=(0,1,2,...)的吸收马氏链,其中“0”是唯一的吸收状态,其它状态构成一个非本质类,定义一个新链P1=(Pij/1-pi0)i,j∈E1,E1=(1,2,...)。讨论了P1的状态性质(常返,正常返)与P0的吸收性质之间的关系。 相似文献
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给出了随机环境中马氏链的特征数和状态的定义,讨论了状态间的传递性,自反性,对称性,是经典马氏链相应结果的一般化.并运用位势方法研究了状态间的关系,它们在极限理论的研究中非常有用. 相似文献
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In the paper we introduce stopping times for quantum Markov states. We study algebras and maps corresponding to stopping times, give a condition of strong Markov property and give classification of projections for the property of accessibility. Our main result is a new recurrence criterium in terms of stopping times (Theorem 1 and Corollary 2). As an application of the criterium we study how, in Section 6, the quantum Markov chain associated with the one-dimensional Heisenberg (usually non-Markovian) process, obtained from this quantum Markov chain by restriction to a diagonal subalgebra, is such that all its states are recurrent. We were not able to obtain this result from the known recurrence criteria of classical probability.Supported by GNAFA-CNR, Bando n. 211.01.25. 相似文献
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基于齐次马氏链禁止概率理论,研究非齐次马氏链禁止概率.经推导得出其基本分解公式和若干结论,并在引入假设条件下,得出非齐次马氏链禁止概率与齐次马氏链禁止概率的联系. 相似文献
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The author presents a revised and detailed version of his theorem on the existence of Feller's extensions of Markov chains; to this end the broader notion of quasi-Feller extension is used. The existence of Markov chains dual to the chains with Borel space of states is derived from this result. Chains irreducible in the Orey sense are studied in most detail. For example, we prove that for such chains the quasi-Feller extension can be chosen recurrent or Liouville if the original chains possess these properties. 相似文献
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Wojciech Pieczynski 《Comptes Rendus Mathematique》2002,335(3):275-278
The Hidden Markov Chains (HMC) are widely applied in various problems. This succes is mainly due to the fact that the hidden process can be recovered even in the case of very large set of data. These models have been recetly generalized to ‘Pairwise Markov Chains’ (PMC) model, which admit the same processing power and a better modeling one. The aim of this note is to propose further generalization called Triplet Markov Chains (TMC), in which the distribution of the couple (hidden process, observed process) is the marginal distribution of a Markov chain. Similarly to HMC, we show that posterior marginals are still calculable in Triplets Markov Chains. We provide a necessary and sufficient condition that a TMC is a PMC, which shows that the new model is strictly more general. Furthermore, a link with the Dempster–Shafer fusion is specified. To cite this article: W. Pieczynski, C. R. Acad. Sci. Paris, Ser. I 335 (2002) 275–278. 相似文献
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本文研究了马氏环境中马氏链构成的随机变量之和的概率不等式问题.利用了结尾的方法,获得了马氏环境中马氏链构成的随机变量之和的尾部概率不等式,作为结果的应用,给出了将过程限制在(S,S∩F,PS)上的强大数定律.文中提出的方法和结果对研究独立的随机变量之和的大样本性质是十分有用的. 相似文献
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Min Zhi ZHAO Hui Zeng ZHANG 《数学学报(英文版)》2007,23(1):111-126
Transience and recurrence are among the most important concepts in Markov processes. In this paper, we study the transience and recurrence for right processes with a given weight function, and characterize them by potentials, excessive functions, first hitting times and last exit times of the process. We also study the properties of recurrent states. 相似文献