| Ito游程理论与一般Markov链的平稳分布 |
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| 引用本文： | 阎明远,侯贤敏. Ito游程理论与一般Markov链的平稳分布[J]. 数学理论与应用, 2010, 0(2): 43-46 |
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| 作者姓名： | 阎明远 侯贤敏 |
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| 作者单位： | [1]郑州大学数学系,郑州450001 [2]河南农业大学管理与信息科学学院,郑州450000 |
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| 摘 要： | 在本文中,我们利用Ito游程理论给出一般Markov链的平稳分布,该公式包含了极小过程中断和含瞬时态的情形。最后我们给出一个含瞬时态的Markov链的计算例子。
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| 关 键 词： | 瞬时态 Ito游程理论 平稳分布 |
Irons Excursion Theory and Stationary Distributions of General Markov Chains |
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| Yan Mingyuan Hou Xianmin. Irons Excursion Theory and Stationary Distributions of General Markov Chains[J]. Mathematical Theory and Applications, 2010, 0(2): 43-46 |
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| Authors: | Yan Mingyuan Hou Xianmin |
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| Affiliation: | Yan Mingyuan Hou Xianmin ( 1. Dept. of Mathematics, Zhengzhou University, Zhengzhou, 450001 ) (2. Dept. of Information and Computational Science, Henan Argricutural University, Zhengzhou, 450000) |
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| Abstract: | In this paper, we use Ito＇s excursion theory to give a formula of stationary distributions of general Markov chains. This formula could be used in the case that minimal processes are terminal and some states are instantaneous. Finally, we use this formula to compute the stationary distribution of generalized Kommogorov matrix. |
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| Keywords: | Instantaneous state Ito＇s excursion theory Stationary distribution |
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