跃迁马尔可夫型过程命中时间的统一方法

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY Accounts of Chemical Research Pub Date : 2024-08-16 DOI:10.1007/s11009-024-10100-2

Nikolaos Limnios, Bei Wu

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引用次数: 0

摘要

本文研究的是马尔可夫型跳跃过程（即半马尔可夫、马尔可夫、连续或离散时间）的命中时间的渐近分析，其进入非空终端子集的概率很小。这意味着吸收是一个罕见事件。所有四种类型过程的平均命中时间函数都服从相同的方程。我们获得了统一的渐近近似结果，即平均命中时间的数列方案或等价函数类型。

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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A Unified Approach for Hitting Time of Jump Markov Type Processes

This paper investigates the asymptotic analysis of the hitting time of Markov-type jump processes (i.e., semi-Markov, Markov, in continuous or discrete time) with a small probability of entering a non-empty terminal subset. This means that absorption is a rare event. The mean hitting time function of all four type processes obeyed the same equation. We obtain unified results of asymptotic approximation in a series scheme or, equivalently, a functional type of mean hitting time.

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来源期刊

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

期刊介绍： Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.