广义生-灭最小Q过程的常返、遍历性

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.     

带移民的单生过程

本文给出了带移民单生过程唯一性、常返性、遍历、强遍历的显式判别准则和指数遍历的显式充分条件,以及0点首中时的n阶矩显式表达式.作为应用,给出了带移民生灭过程的相关性质,并且在文末讨论了几个例子的各种遍历性.     

一类带拒绝的多种类服务系统的平稳分布

本文在文献[2]的基础上考虑了一类有拒绝的可批量到达的服务系统的平稳分布。文章首先给出了Q过程的常返性以及遍历性的充要条件，最后得出了系统的不变测度。     

带拯救的两参数Markov碰撞过程的遍历性

本文考虑了一类带拯救的两参数Markov碰撞过程.首先讨论了带拯救的两参数Markov碰撞q-矩阵发生函数的性质,通过发生函数给出了过程的正则性和唯一性判别准则,得到了过程的常返性和遍历性的充分必要条件,并给出了几个易于验证的充分条件.最后,给出了遍历情形下该过程平稳分布的发生函数,并给出了过程强遍历的判别准则.     

带拯救的碰撞分枝过程的常返性与遍历性

考虑了一类带有拯救的碰撞分枝过程,给出了过程的正则性与唯一性准则,并得到了常返性和遍历性的充要条件.同时,给出了指数遍历性的一个便于验证的充分条件.     

一类随机环境中的随机游动

研究了在环境平稳遍历时,右半直线上可逗留的随机环境中的随机游动的常返性和非常返性,给出非常返、正常返、零常返的充要条件,并讨论了极限性质.作为推论,给出P独立同分布时的相应结论.     

带移民和拯救的二次加权分枝过程的有关性质

本文考虑一类带移民和拯救的二次加权分枝过程(QWMBPIR)的正则性、存在唯一性以及常返性和遍历性.我们首先对QWMBIR的q-矩阵发生函数的性质进行讨论,建立QWMBPIR正则性及唯一性的判别准则.进一步,对QWMBPIR的常返性及遍历性进行分析,得到过程遍历性的充分条件.     

C-正则预解算子族的遍历性

本文研究了C-正则预解算子族的Abel遍历性和Cesaro遍历性.给出了两种遍历性的 相互关系及其基本性质.     

C-cosine算子函数的遍历性

在本文中,我们定义了 Ｃ－ｃｏｓｉｎｅ算子函数的 Ａｂｅｌ遍历性与Ｃｅｓàｒｏ遍历性,讨论了Ｃ－ｃｏｓｉｎｅ算子函数这两种遍历性的相互关系及基本性质,得到了其强Ａｂｅｌ遍历性在Ｒ（Ｃ）稠时的完全刻划．此外,我们还讨论了Ｃ－ｃｏｓｉｎｅ算子函数的轨道遍历性,并借助于Ｋ－泛函,给出了Ｃ－ｃｏｓｉｎｅ算子函数在０点以非最优化速率收敛的一个充要条件．     

马尔科夫过程的强遍历性和一致衰减性

本文证明了黎曼流形上的非爆炸正Harris常返扩散过程的强遍历性等价于某(任)一紧集击中时期望的一致有界性;而马尔科夫过程一致衰减当且仅当爆炸时的期望一致有界.     

Nonlinear branching processes with immigration

The nonlinear branching process with immigration is constructed as the pathwise unique solution of a stochastic integral equation driven by Poisson random measures. Some criteria for the regularity, recurrence, ergodicity and strong ergodicity of the process are then established.     

Criteria on ergodicity and strong ergodicity of single death processes

Based on an explicit representation of moments of hitting times for single death processes, the criteria on ergodicity and strong ergodicity are obtained. These results can be applied for an extended class of branching processes. Meanwhile, some sufficient and necessary conditions for recurrence and exponential ergodicity as well as extinction probability for the processes are presented.     

Unified representation of formulas for single birth processes

Based on a new explicit representation of the solution to the Poisson equation with respect to single birth processes, the unified treatment for various criteria on classical problems （including uniqueness, recurrence, ergodicity, exponential ergodicity, strong ergodicity, as well as extinction probability, etc.） for the processes are presented.     

Bivariate step processes and random evolutions

A random evolution process constructed from regular step processes with a common state space and indexed on an evolution rule space is shown to be a regular step process on the product space. Conversely, it is shown that under mild conditions, any regular step process on a product space is equivalent to a random evolution process. Conditions are given on the cardinality of the spaces and on the parameters of the process that are sufficient for the process to have various recurrence and ergodicity properties. Applications to birth-death processes are given.     

Recurrence and decay properties of a star-typed queueing model with refusal

We consider a multiclass service system with refusal and bulk-arrival. The properties regarding recurrence, ergodicity, and decay properties of such model are discussed. The explicit criteria regarding recurrence and ergodicity are obtained. The stationary distribution is given in the ergodic case. Then, the exact value of the decay parameter, denoted by λ_E, is obtained in the transient case. The criteria for the λ_E-recurrence are also obtained. Finally, the corresponding λ_E-invariant vector/measure is considered.     

Markov branching processes with immigration-migration and resurrection

We consider a modified Markov branching process incorporating with both state-independent immigration-migration and resurrection. The effect of state-independent immigration-migration is firstly in- vestigated in detail. The explicit expressions for the extinction probabilities and mean extinction times are presented. The ergodicity and stability properties of the process incorporating with resurrection structure are then investigated. The conditions for recurrence, ergodicity and exponential ergodicity are...     

Positive Harris recurrence and exponential ergodicity of the basic affine jump-diffusion

In this article, we find the transition densities of the basic affine jump-diffusion (BAJD), which has been introduced by Duffie and Gârleanu as an extension of the CIR model with jumps. We prove the positive Harris recurrence and exponential ergodicity of the BAJD. Furthermore, we prove that the unique invariant probability measure π of the BAJD is absolutely continuous with respect to the Lebesgue measure and we also derive a closed-form formula for the density function of π.     

Ergodicity of a polling network with an infinite number of stations

A Markov polling system with infinitely many stations is studied. The topic is the ergodicity of the infinite-dimensional process of queue lengths. For the infinite-dimensional process, the usual type of ergodicity cannot prevail in general and we introduce a modified concept of ergodicity, namely, weak ergodicity. It means the convergence of finite-dimensional distributions of the process. We give necessary and sufficient conditions for weak ergodicity. Also, the “usual” ergodicity of the system is studied, as well as convergence of functionals which are continuous in some norm. This revised version was published online in June 2006 with corrections to the Cover Date.     

Existence,uniqueness and ergodicity of Markov branching processes with immigration and instantaneous resurrection

We consider a modified Markov branching process incorporating with both state-independent immigration and instantaneous resurrection.The existence criterion of the process is firstly considered.We prove that if the sum of the resurrection rates is finite,then there does not exist any process.An existence criterion is then established when the sum of the resurrection rates is infinite.Some equivalent criteria,possessing the advantage of being easily checked,are obtained for the latter case.The uniqueness criterion for such process is also investigated.We prove that although there exist infinitely many of them,there always exists a unique honest process for a given q-matrix.This unique honest process is then constructed.The ergodicity property of this honest process is analysed in detail.We prove that this honest process is always ergodic and the explicit expression for the equilibrium distribution is established.