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二参数有限随机事件流
引用本文:方世祖. 二参数有限随机事件流[J]. 应用数学学报, 1998, 21(2): 165-170
作者姓名:方世祖
作者单位:广西大学数学与信息科学系!南宁,530004
摘    要:本文讨论二参数无后效有限随机事件流的鞅性和各种二参数Markov性。

关 键 词:随机事件流 独立增量过程 马氏性 广义正则流

TWO-PARAMETER FINITE STREAM OF RANDOM EVENTSE
FANG SHIZU. TWO-PARAMETER FINITE STREAM OF RANDOM EVENTSE[J]. Acta Mathematicae Applicatae Sinica, 1998, 21(2): 165-170
Authors:FANG SHIZU
Abstract:In this paper we discuss the martingale property and different two-parameter Markov properties of two-parameter finite stream of random events with independent increments. We show that every two-parameter finite stream of random events with independent increments can be represented as the composition of a generalized regular stream, a singular horizontal stream and a singular vertical stream.
Keywords:Two-parameter finite stream of random eveals  stochastic processes with independent increments   Markov property  nonbasic points   two-parameter generalized regular stream of random events
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