| 随机单调Markov积分半群 |
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| 引用本文： | 文兴易,李扬荣.随机单调Markov积分半群[J].应用数学,2009,22(4). |
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| 作者姓名： | 文兴易 李扬荣 |
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| 作者单位： | 1. 西南财经大学统计学院,四川,成都,610074
2. 西南大学数学与统计学院,重庆,400715 |
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| 摘 要： | 讨论了Markov积分半群的单调性和转移函数的单调性的等价性,并得到最小的Q半群是单调的充要条件.
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| 关 键 词： | Markov积分半群 转移函数 q-函数 随机单调 |
Stochastic Monotone Markov Integrated Semigroups |
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| WEN Xing-yi,LI Yang-rong.Stochastic Monotone Markov Integrated Semigroups[J].Mathematica Applicata,2009,22(4). |
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| Authors: | WEN Xing-yi LI Yang-rong |
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| Abstract: | In this paper we discuss the relationship between monotone of Markov integrated semigroups and transition functions,which are closely linked with each other for continuous time Markov chains.By this a necessary and sufficient condition for the minimal q-semigroup to be stochastic monotone is given in terms of their q-matrix only. |
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| Keywords: | Markov integrated semigroups Transition function q-matrix Stochastic monotone |
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