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吸收的随机单调马氏链的拟平稳分布

朱依霞

朱依霞. 吸收的随机单调马氏链的拟平稳分布[J]. 华东师范大学学报(自然科学版), 2016, (3): 48-59. doi: 2016.03.006
引用本文: 朱依霞. 吸收的随机单调马氏链的拟平稳分布[J]. 华东师范大学学报(自然科学版), 2016, (3): 48-59. doi: 2016.03.006
ZHU Yi-Xia. Quasi-stationary distributions for absorbing stochastically monotone Markov chains[J]. Journal of East China Normal University (Natural Sciences), 2016, (3): 48-59. doi: 2016.03.006
Citation: ZHU Yi-Xia. Quasi-stationary distributions for absorbing stochastically monotone Markov chains[J]. Journal of East China Normal University (Natural Sciences), 2016, (3): 48-59. doi: 2016.03.006

吸收的随机单调马氏链的拟平稳分布

doi: 2016.03.006
基金项目: 

国家自然科学基金(11371301); 湖南省研究生科研创新项目(CX2013B251)

详细信息
    作者简介:

    作者简介: 朱依霞, 女, 博士研究生,研究方向为概率论与数理统计.

    通讯作者:

    朱依霞, 女, 博士研究生,研究方向为概率论与数理统计.

  • 中图分类号: O211.6

Quasi-stationary distributions for absorbing stochastically monotone Markov chains

  • 摘要: 本文考虑吸收的随机单调马氏链在生存时间内的某些极限定理.主要考虑三种类型的拟平稳分布:平稳条件的拟平稳分布、双重极限条件的拟平稳分布和极限条件平均比值的拟平稳分布.研究了随机单调马氏链的三类拟平稳分布的唯一性和吸引域问题.在某种条件下,这三类拟平稳分布都是唯一的,并且所有的初始分布都在这个唯一的拟平稳分布的吸引域里面. 最后,将主要结论应用到生灭过程.
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出版历程
  • 收稿日期:  2015-05-12
  • 刊出日期:  2016-05-25

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