共查询到19条相似文献,搜索用时 344 毫秒
1.
本文将时齐马氏过程的经典对数Sobolev不等式推广到非时齐马氏过程,建立了非时齐马氏过程的转移半群与对数Sobolev不等式之间的关系. 相似文献
2.
本文将时齐Markov过程的经典Nash不等式推广到非时齐Markov过程,建立了非时齐Markov过程的转移半群与Nash不等式之间的关系. 相似文献
3.
4.
5.
本文将耦合方法应用于非时齐马氏过程,推广了时齐情形的耦合基本定理,为后续研究非时齐马氏过程的耦合提供了理论基础. 相似文献
6.
非时齐准转移函数及其所对应的两个单参数半群 总被引:1,自引:0,他引:1
众所周知,由于双参数半群的局限,使得对时齐马氏过程的许多结果无法在非时齐马氏过程得到,或得到的结果也较时齐的情况粗糙得多.本文给出了与非时齐准转移函数对应的两个单参数半群,研究了二者的性质,并证明了二者相互唯一决定。这就提供了一条由单参数压缩半群研究非时齐马氏过程的途径。 相似文献
7.
张福基 《数学的实践与认识》1984,(3)
<正> 本文研究了一个非时齐马氏过程,考虑其瞬时性质与渐近性质.过程的实际背景是成批到来无限束的 M(t)/M(t)/∞排队问题,排队过程的到来的强度,批量的大小与服务的强度均随时间变化.§1.引言由于实践范围的扩大,若干重要马氏过程的非时齐情况在近年来都得到深入研究.本文旨在考虑一个出现于排队论中的非时齐马氏过程 (在排队论中非时齐过程的重要性早已在[2]中指出过). 相似文献
8.
9.
一类索赔为马氏链的风险模型 总被引:1,自引:0,他引:1
本文研究了索赔为马氏链的离散风险模型.利用鞅方法得到破产概率的Lundberg不等式,并且给出了当索赔为独立同分布时的Lundberg不等式. 相似文献
10.
11.
We prove existence, smoothness and ergodicity results for semilinear parabolic problems on infinite dimensional spaces assuming the Logarithmic Sobolev inequality is satisfied. As a consequence we construct a class of nonlinear Markov semigroup which are hypercontractive. 相似文献
12.
P.-C. G. Vassiliou T. P. Moysiadis 《Methodology and Computing in Applied Probability》2010,12(2):271-292
In the present, we introduce and study the G-\mathcal{G-}inhomogeneous Markov system of high order, which is a more general in many respects stochastic process than the known inhomogeneous
Markov system. We define the inhomogeneous superficial razor cut mixture transition distribution model extending for the homogeneous
case the idea of the mixture transition model. With the introduction of the appropriate vector stochastic process and the
establishment of relationships among them, we study the asymptotic behaviour of the G-\mathcal{G-}inhomogeneous Markov system of high order. In the form of two theorems, the asymptotic behaviour of the inherent G-\mathcal{G-}inhomogeneous Markov chain and the expected and relative expected population structure of the G-\mathcal{G-}inhomogeneous Markov system of high order, are provided under assumptions easily met in practice. Finally, we provide an illustration
of the present results in a manpower system. 相似文献
13.
B. Dochviri 《Georgian Mathematical Journal》1995,2(4):335-346
The connection between the optimal stopping problems for inhomogeneous standard Markov process and the corresponding homogeneous Markov process constructed in the extended state space is established. An excessive characterization of the value-function and the limit procedure for its construction in the problem of optimal stopping of an inhomogeneous standard Markov process is given. The form of -optimal (optimal) stopping times is also found. 相似文献
14.
Igor E. Pritsker 《Journal of Approximation Theory》2002,118(2):163-174
We study asymptotic behavior of the derivatives of Faber polynomials on a set with corners at the boundary. Our results have applications to the questions of sharpness of Markov inequalities for such sets. In particular, the found asymptotics are related to a general Markov-type inequality of Pommerenke and the associated conjecture of Erd
s. We also prove a new bound for Faber polynomials on piecewise smooth domains. 相似文献
15.
We show how to use Lyapunov functions to obtain functional inequalities which are stronger than Poincaré inequality (for instance logarithmic Sobolev or F-Sobolev). The case of Poincaré and weak Poincaré inequalities was studied in [D. Bakry, P. Cattiaux, A. Guillin, Rate of convergence for ergodic continuous Markov processes: Lyapunov versus Poincaré, J. Funct. Anal. 254 (3) (2008) 727-759. Available on Mathematics arXiv:math.PR/0703355, 2007]. This approach allows us to recover and extend in a unified way some known criteria in the euclidean case (Bakry and Emery, Wang, Kusuoka and Stroock, …). 相似文献
16.
王凤雨 《中国科学A辑(英文版)》2002,45(8)
Some analytic and probabilistic properties of the weak Poincaré inequality are obtained. In particular, for strong Feller Markov processes the existence of this inequality is equivalent to each of the following: (i)the Liouville property (or the irreducibility); (ii) the existence of successful couplings (or shift-couplings); (iii)the convergence of the Markov process in total variation norm; (iv) the triviality of the tail (or the invariant)σ-field; (v) the convergence of the density. Estimates of the convergence rate in total variation norm of Markov processes are obtained using the weak Poincaré inequality. 相似文献
17.
Fengyu Wang 《中国科学A辑(英文版)》2002,45(8):975-983
Some analytic and probabilistic properties of the weak Poincaré inequality are obtained. In particular, for strong Feller
Markov processes the existence of this inequality is equivalent to each of the following: (i) the Liouville property (or the
irreducibility); (ii) the existence of successful couplings (or shift-couplings); (iii) the convergence of the Markov process
in total variation norm; (iv) the triviality of the tail (or the invariant) σ-field; (v) the convergence of the density. Estimates
of the convergence rate in total variation norm of Markov processes are obtained using the weak Poincaré inequality 相似文献
18.
Zhenxin Liu 《数学研究通讯:英文版》2023,39(3):476-500
The limit distribution for homogeneous Markov processes is studied extensively and well understood, but it is not the case for inhomogeneous
Markov processes. In this paper, we review some recent results on inhomogeneous Markov processes generated by non-autonomous stochastic (partial)
differential equations (SDE in short). Under some suitable conditions, we show
that the distribution of recurrent solutions of SDEs constitutes the limit distribution of the corresponding inhomogeneous Markov processes. 相似文献
19.
《Comptes Rendus de l'Academie des Sciences Series IIA Earth and Planetary Science》2001,332(8):751-754
We prove in this Note the moderate deviation principle (MDP) for the averaging principle of a stochastic differential equation (SDE) in a fast random environment, modelized by an exponentially ergodic Markov process independent of the Wiener process driving the SDE. The main tools will be the method of Puhalskii for exponential tightness and a MDP for inhomogeneous functionals of Markov processes established in [5]. 相似文献