生灭Q－矩阵

对于一般（不必全稳定）单边、双边拟生灭矩阵，本文分别给出了它们成为Ｑ－矩阵和诚实Ｑ－矩阵的充分必要条件；而且还分别得到了Ｑ过程和诚实Ｑ过程的唯一性准则．即，彻底解决了一般单边、双边生灭过程和诚实生灭过程的存在唯一性问题。     

含有限个瞬时态生灭过程的构造

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．     

双边生灭过程概率流的环流分解

本文研究了不断的双边生灭过程及其遍历性质,并且对于一切遍历的情况得到不变测度的表达式.文中引进了概率流矩阵、广义环流矩阵和环流分解的概念,证明了一切平稳的双边生灭过程的概率流矩阵可分解表为可列个广义环流矩阵之和.环流分解不但是平稳双边生灭过程的,也是不可逆的远离平衡态的一般定态过程的重要特征.     

生灭矩阵生成压缩半群的条件

研究了生灭矩阵本身何时在l1空间中存成压缩半群,并获得一个充要条件。     

单瞬时态Q—矩阵的特征

设Ｑ为单瞬时态拟Ｑ－矩阵，在本文中，我们给出了准Ｂ型Ｑ过程存在的充要条件，特别，当Ｑ为单瞬时准保守时，我们得到了Ｑ为Ｑ－矩阵的充要条件。     

超规则Q过程的存在性

对于规则的Q矩阵,即Q保守且Q过程惟一时,证明了超规则Q过程的存在性.特别地,得到超Poisson过程、超规则生灭过程、超规则双边生灭过程、超规则纯生过程、超纯灭过程、超规则分支过程等的存在性.     

瞬时态可和的Q－矩阵

设Ｅ为可列集，Ｑ＝（ｑｉｊ；ｉ，ｊ∈Ｅ）为含瞬时态的拟Ｑ－矩阵，且假定所有瞬时态均可和．在此假定下，本文得到如下三个结果：①准Ｂ型Ｑ过程的存在准则．②Ｑ为Ｑ－矩阵的一个充分条件．③当Ｑ准保守时，Ｑ为Ｑ－矩阵的充要条件．从而找到了瞬时态可和的准保守Ｑ－矩阵的特征．     

连续时间Markov链的遍历度

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.     

两个不同服务台的M/(Ek,M)/2可修排队系统的矩阵几何解

本文研究了服务时间分别服从Erlang分布和指数分布的两个不同服务台并联的可修排队系统,其中服务台1完全可靠,服务台2可能发生故障。通过构建系统状态的拟生灭过程,求出了系统稳态平衡条件和稳态概率向量的矩阵几何解,并给出了系统的一些性能指标和数值算例。     

c0空间上生灭矩阵生成半群的条件

本讨论了c0空间上生灭矩阵生成C0-半群的条件,并证明了该生成的半群是一正的压缩半群。     

带壁生灭过程的定性理论

研究带壁生灭过程(BDP)的定性理论.按照壁0的分类,边界点Z的分类,BDP是否诚实,是否满足向后或向前方程组,存在许多组合类型的BDP.对于每一种类型的BDP,或者没有,或者仅一个,或者有无穷多个.列出了一个详细的表.     

Pathological Birth-and-Death Processes and the Spectral Theory of Strings

In a 1957 paper, Karlin and McGregor discovered the existence of birth-and-death processes for which the Chapman-Kolmogorov equation does not hold. Such processes are said to be pathological. We disclose the probability nature of pathological birth-and-death processes with the help of M. Krein’s spectral theory of strings.__________Translated from Funktsional’nyi Analiz i Ego Prilozheniya, Vol. 39, No. 2, pp. 74–78, 2005Original Russian Text Copyright © by I. S. Kac     

Unified characteristic numbers and solutions of equations for birth and death processes with barriers

The state 0 of a birth and death process with state space E = {0, 1, 2,....} is a barrier which can be classified into four kinds： reflection, absorption, leaping reflection, quasi-leaping reflection. For the first, second and fourth barriers, the characteristic numbers of different forms have been introduced. In this paper unified characteristic numbers for birth and death processes with barriers were introduced, the related equations were solved and the solutions were expressed by unified characteristic numbers. This paper concerns work solving probability construction problem of birth and death processes with leaping reflection barrier and quasi-leaping reflection barrier.     

On the rate of convergence of spatial birth-and-death processes

Sufficient conditions for geometrical fast convergence of general spatial birth-and-death processes to equilibrium are established.     

On the property of eigenvalues of some infinitesimal generator

We analyze a class of finite dimensional birth-and-death processes. New conclusions are reached for the property of the eigenvalues of the infinitesimal generator for these processes.     

Limit theorems for hybridization reactions on oligonucleotide microarrays

We derive herein the limiting laws for certain stationary distributions of birth-and-death processes related to the classical model of chemical adsorption-desorption reactions due to Langmuir. The model has been recently considered in the context of a hybridization reaction on an oligonucleotide DNA-microarray. Our results imply that the truncated-gamma- and beta-type distributions can be used as approximations to the observed distributions of the fluorescence readings of the oligo-probes on a microarray. These findings might be useful in developing new model-based, probe-specific methods of extracting target concentrations from array fluorescence readings.     

Strong Stationary Duality for Diffusion Processes

We develop the theory of strong stationary duality for diffusion processes on compact intervals. We analytically derive the generator and boundary behavior of the dual process and recover a central tenet of the classical Markov chain theory in the diffusion setting by linking the separation distance in the primal diffusion to the absorption time in the dual diffusion. We also exhibit our strong stationary dual as the natural limiting process of the strong stationary dual sequence of a well-chosen sequence of approximating birth-and-death Markov chains, allowing for simultaneous numerical simulations of our primal and dual diffusion processes. Lastly, we show how our new definition of diffusion duality allows the spectral theory of cutoff phenomena to extend naturally from birth-and-death Markov chains to the present diffusion context.     

含瞬时态、具有突变率的广义生-灭Q-矩阵(Ⅱ)

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。     

Random walk, birth-and-death process and their fluid approximations: absorbing case

Fluid models are used to study functionals of the underlying random processes. Instead of analysing the trajectories, we investigate algebraic equations of the dynamic programming type which turn out to be discrete analogs of the corresponding differential equations. This analysis makes it possible to estimate the accuracy of approximation. Since the algebraic equations are the same for random walks and continuous time birth-and-death processes, we study the two cases in parallel. Several illustrative examples are also presented.