具有瞬时态的可数马尔可夫过程的存在唯一性

IF 0.8 4区数学 Q3 STATISTICS & PROBABILITY Journal of Theoretical Probability Pub Date : 2023-11-18 DOI:10.1007/s10959-023-01299-w

Xiaohan Wu, Anyue Chen, Junping Li

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引用次数: 0

摘要

本文基于Chen最近提出的可解分解定理(J thetheorprobab 33:2089-2118, 2020)，重点研究具有有限多瞬时态的可数马尔可夫过程的存在性和唯一性准则的基本问题。对于这个研究较少的题目，得到了一些优美的充要条件。给出了包括广义Kolmogorov模型在内的几个重要例子来说明我们的一般结果。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Existence and Uniqueness of Denumerable Markov Processes with Instantaneous States

Based on the resolvent decomposition theorems presented very recently by Chen (J Theor Probab 33:2089–2118, 2020), in this paper we focus on investigating the fundamental problems of existence and uniqueness criteria for Denumerable Markov Processes with finitely many instantaneous states. Some elegant sufficient and necessary conditions are obtained for this less-investigated topic. A few important examples including the generalized Kolmogorov models are presented to illustrate our general results.

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来源期刊

Journal of Theoretical Probability 数学-统计学与概率论

CiteScore

1.50

自引率

12.50%

发文量

审稿时长

6-12 weeks

期刊介绍： Journal of Theoretical Probability publishes high-quality, original papers in all areas of probability theory, including probability on semigroups, groups, vector spaces, other abstract structures, and random matrices. This multidisciplinary quarterly provides mathematicians and researchers in physics, engineering, statistics, financial mathematics, and computer science with a peer-reviewed forum for the exchange of vital ideas in the field of theoretical probability.