共查询到19条相似文献,搜索用时 93 毫秒
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侯振挺、李晓花在 [1]已经讨论了具有某些特殊形式的拟生灭过程各种遍历性 ,我们将在此基础讨论一般形式连续时间拟生灭过程各种遍历性 ,并给出 [1]中连续时间拟生灭过程的指数遍历及多项式遍历的一个新证明 ,该证明给出了具有某些特殊条件下连续时间拟生灭过程遍历性与离散时间拟生灭过程遍历性之间关系 . 相似文献
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本文通过与生灭过程击中时矩的比较和随机可比的方法分别得出有限生单死过程各种遍历性的充分条件和必要条件. 文末, 讨论了一个例子的各种遍历性. 相似文献
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生灭型半马氏骨架过程 总被引:1,自引:0,他引:1
本文首先引进了生灭型半马氏骨架过程的定义,求出了两骨架时跳跃点τn-1(ω)与τn(ω)之间的嵌入过程X(n)(t,ω)的初始分布及寿命分布.得到了生灭型半马氏骨架过程的一维分布.其次引进了生灭型半马氏骨架过程的数字特征并讨论了它们的概率意义及相互关系.讨论了生灭型半马氏骨架过程的向上和向下的积分型随机泛函.最后讨论了它的遍历性及平稳分布,求出了平均首达时间及平均返回时间.得到了常返和正常返的充分必要条件,求出了在正常返的条件下的平稳分布. 相似文献
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刘再明 《数学年刊A辑(中文版)》1994,(6)
对于一般生灭矩阵Q(不必全稳定),文[1]解决了Q过程和不中断Q过程的存在性及唯一性问题.本文对含有限个瞬时态的生灭矩阵Q,构造了全部Q过程. 相似文献
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有限拟生灭过程的显式矩阵解析解 总被引:1,自引:0,他引:1
王知人 《应用数学与计算数学学报》1999,13(2):37-42
本文首先给出了一个有限拟生灭(QBD)过程的显式矩阵解析解,且该解可用过程参数直接表示.其次讨论了该解法的渐近复杂性.另外,该解法易推广到广义拟生灭过程情形. 相似文献
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研究全稳定广义生灭最小Q过程的可配称性,获得广义生灭最小Q过程是可配称的充分必要条件,以及最小Q过程是唯一的可配称Q过程的充分必要条件. 相似文献
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本文给出树上两类非常返的生灭过程的第一Dirichlet特征值的变分公式.一类是配称测度有限时,给出以根为吸收点的Dirichlet特征值的变分公式;另一类是配称测度无限时,给出树上生灭过程的Dirichlet主特征值的变分公式. 相似文献
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Yuhui ZHANG 《Frontiers of Mathematics in China》2019,14(4):833
An explicit and recursive representation is presented for moments of the first hitting times of birth-death processes on trees. Based on that, the criteria on ergodicity, strong ergodicity, and l-ergodicity of the processes as well as a necessary condition for exponential ergodicity are obtained. 相似文献
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研究含瞬时态、具有突变率的广义生-灭拟q-矩阵,在Q_(E_0)非零流出下,给出易于验证的Q过程存在性准则,并构造出全部Q过程和全部诚实Q过程,证明了不需附加任何条件,所有诚实Q过程都是遍历的,并求出其遍历测度以及给出诚实Q过程可配称的充要条件。最后给出两个例子以说明本文的结果易于验证。 相似文献
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广义生-灭最小Q过程的常返、遍历性 总被引:1,自引:0,他引:1
研究具有突变率的全稳定广义生-灭最小Q过程的常返性和遍历性,在Q-矩阵是正则、不可约的条件下,利用Q过程的构造理论,获得广义生-灭最小Q过程是常返、遍历的易于检验的充分必要条件,并给出不变测度. 相似文献
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We investigate integral-type functionals of the first hitting times for continuous-time Markov chains. Recursive formulas and drift conditions for calculating or bounding integral-type functionals are obtained. The connection between the subexponential integral-type functionals and the subexponential ergodicity is established. Moreover, these results are applied to the birth-death processes. Polynomial integral-type functionals and polynomial ergodicity are studied, and a sufficient criterion for a central limit theorem is also presented. 相似文献
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Jian WANG 《Frontiers of Mathematics in China》2009,4(4):721-726
We give two examples to show that the strong ergodicity and the logarithmic Sobolev inequality are incomparable for ergodic
birth-death processes. 相似文献
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Yong-Hua Mao 《中国科学 数学(英文版)》2010,53(8):1979-1988
Explicit convergence rates in geometric and strong ergodicity for denumerable discrete time Markov chains with general reversible transition matrices are obtained in terms of the geometric moments or uniform moments of the hitting times to a fixed point. Another way by Lyapunov’s drift conditions is also used to derive these convergence rates. As a typical example, the discrete time birth-death process (random walk) is studied and the explicit criteria for geometric ergodicity are presented. 相似文献
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Yong-hua Mao 《Frontiers of Mathematics in China》2006,1(1):105-109
Coupling method is used to obtain the explicit upper and lower bounds for convergence rates in strong ergodicity for Markov
processes. For one-dimensional diffusion processes and birth-death processes, these bounds are sharp in the sense that the
upper one and the lower one are only different by a constant.
This announcement is an outline of an original research paper “Convergence Rates in Strong Ergodicity for Markov Processes”
that will appear in Stoch. Process. Their Appl. 相似文献
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Chen Mufa 《数学学报(英文版)》1991,7(1):19-37
This paper deals with the exponentialL
2-convergence for jump processes. We introduce some reduction methods and improve some previous results. Then we prove that
for birth-death processes, exponentialL
2-convergence coincides indeed with exponential ergodicity which is widely studied in the Markov chain theory.
Research supported in part by the National Natural Science Foundation of China and Fok Ying-Tung Educational Foundation 相似文献