共查询到16条相似文献,搜索用时 62 毫秒
1.
随机环境中的马氏链的不变测度与遍历性 总被引:1,自引:1,他引:0
本文考虑了一类特殊的随机环境的马氏链。假设随机“Doeblin”条件成立,我们证明了随机环境的马氏链的不变测度存在,且任何初始分布以指数收敛速度到些不变测度。进一步的,存在关于绕积算子遍历的不变测度。最后,我们得到了随机马氏链的强大数定律。 相似文献
2.
本文考虑带小扰动的随机发展方程,证明如何建立此方程的耦合解.作为应用,我们证明解的Feller连续性和不变测度的存在唯一性.还进一步建立了当扰动趋于零时,关于这族不变测度的大偏差原理. 相似文献
3.
4.
设犡是一完备可分度量空间,犓(ω)为Graf随机模型下的随机递归集.该文构造了一列随机不变测度μ狀(狀≥1),它们是Hutchinson确定模型下不变测度的推广;证明了存在一随机概率测度μ ,使得Suppμ =犓(ω)且μ狀→μ (狀→∞)(弱收敛);得到了μ狀的一些局部性质. 相似文献
5.
6.
吴正昌 《高校应用数学学报(英文版)》2002,17(3):291-300
Shifts-invariant spaces in L1 (R) are investigated. First,based on a study of the system of linearly difference operators, the method of constructing generators with linearly independent shifts is provided. Then the characterizations of the closed shift-invariant subspaces in L1 (R) are given in terms of such generators and the local basis of shift-invariant subspaces. 相似文献
7.
8.
9.
跳过程的不变测度与q对的不变测度 总被引:1,自引:0,他引:1
本文讨论了一般状态空间上具有不变测度的q对的对偶q对的构造问题,证明了正则q对的不变测度是它的相应跳过程的不变测度的充要条件是该q对的对偶q对是正则的。 相似文献
10.
11.
Hassan Allouba Rick Durrett John Hawkes Edwin Perkins 《Journal of Theoretical Probability》1997,10(3):773-794
We use supercritical branching processes with random walk steps of geometrically decreasing size to construct random measures. Special cases of our construction give close relatives of the super-(spherically symmetric stable) processes. However, other cases can produce measures with very smooth densities in any dimension. 相似文献
12.
Let S:[0,1][0,1] be a nonsingular transformation and let P:L
1(0,1)L
1(0,1) be the corresponding Frobenius–Perron operator. In this paper we propose a parallel algorithm for computing a fixed density of P, using Ulam's method and a modified Monte Carlo approach. Numerical results are also presented. 相似文献
13.
Let {C
i}
0 be a sequence of independent and identically distributed random variables with vales in [0, 4]. Let {X
n}
0 be a sequence of random variables with values in [0, 1] defined recursively by X
n+1=C
n+1
X
n(1–X
n). It is shown here that: (i) E ln C
1<0X
n0 w.p.1. (ii) E ln C
1=0X
n0 in probability (iii) E ln C
1>0, E |ln(4–C
1)| such that (0, 1)=1 and is invariant for {X
n}. (iv) If there exits an invariant probability measure such that {0}=0, then E ln C
1>0 and – ln(1–x) (dx)=E ln C
1. (v) E ln C
1>0, E |ln(4–C
1)|< and {X
n} is Harris irreducible implies that the probability distribution of X
n converges in the Cesaro sense to a unique probability distribution on (0, 1) for all X
00. 相似文献
14.
一种随机聚类法 总被引:1,自引:1,他引:1
汪明瑾 《数学的实践与认识》2002,32(1):55-60
本文给出了一种新的随机聚类法 ,并应用这种方法分析了银行帐号 ,对于银行系统选择帐号校验码的算法这类问题有参考价值 . 相似文献
15.
Fu Bao Xi 《数学学报(英文版)》2001,17(4):631-642
In this paper we consider a random evolution equation with small perturbations, and show how to construct coupled solutions
to the equations. As applications, we prove the Feller continuity of the solutions and the existence and uniqueness of invariant
measures. Furthermore, we establish a large deviations principle for the family of invariant measures as the perturbations
tend to zero.
Received March 20,1998, Accepted June 1, 2000 相似文献
16.