| 一个可逆马氏过程的协方差与长程相关性分析(英文) |
| |
| 引用本文： | 李彦,韩东.一个可逆马氏过程的协方差与长程相关性分析(英文)[J].应用概率统计,2011(4). |
| |
| 作者姓名： | 李彦 韩东 |
| |
| 作者单位： | 上海交通大学数学系;上海电力学院数理学院; |
| |
| 基金项目： | supported by the Foundation for University Excellent Young Teachers by Shanghai Ministry of Education (Z-2006-24) |
| |
| 摘 要： | 本文对一个存在聚合与断裂反应的马氏过程进行了研究,分析了三种状态(下临界状态、临界状态、上临界状态)下系统中的不同大小的分子之间的协方差,并证明了只有在临界状态下系统中存在长程相关性.
|
| 关 键 词： | 聚合断裂反应 凝胶化 平稳分布 长程相关性 |
The Covariance and Long Term Correlation of a Reversible Markov Process |
| |
| Li Yan , Han Dong.The Covariance and Long Term Correlation of a Reversible Markov Process[J].Chinese Journal of Applied Probability and Statisties,2011(4). |
| |
| Authors: | Li Yan Han Dong |
| |
| Institution: | Li Yan 1,2 Han Dong 1 (1 Department of Mathematics,Shanghai Jiao Tong University,Shanghai,200030) (2 School of Mathematics and Physics,Shanghai University of Electric Power,201300) |
| |
| Abstract: | A reversible Markov process which permits coagulation and fragmentation reactions is considered.We analyze the covariance of small,medium and large molecules in three distinct stages (subcritical,critical and supercritical stages) of polymerization and prove that long term correlation only exists in the critical stage. |
| |
| Keywords: | Coagulation-fragmentation process gelation stationary distribution long term correlation |
| 本文献已被 CNKI 等数据库收录！ |
