| 马氏过程耦合的概率方法及其应用 |
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| 引用本文： | 张绍义,周广发. 马氏过程耦合的概率方法及其应用[J]. 湖北师范学院学报(自然科学版), 1998, 0(6) |
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| 作者姓名： | 张绍义 周广发 |
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| 作者单位： | 湖北师范学院数学系 |
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| 摘 要： | 提出马氏过程耦合的概率方法,先给出了马氏过程存在性定理的类比,“耦合马氏过程的存在性定理”,在此基础上,用概率方法证明了:“保守跳过程的耦合跳过程是保守的”;“正则跳过程的耦合跳过程是正则的。”
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| 关 键 词： | 耦合 转移概率函数 跳过程 保守性 正则性 |
THE PROBABILITY METHOD OF MARKOV PROCESSES COUPLING AND ITS APPLICATIONS |
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| Zhang Shaoyi Zhou Guangfa. THE PROBABILITY METHOD OF MARKOV PROCESSES COUPLING AND ITS APPLICATIONS[J]. Journal of Hubei Normal University(Natural Science), 1998, 0(6) |
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| Authors: | Zhang Shaoyi Zhou Guangfa |
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| Affiliation: | Department of Mathematics |
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| Abstract: | In the paper,We give a probablity method of Markov processes coupling. At first, the aralogy existence theorem of couping Markov processes with Markov processes is given. Bised the results, we show that "coupling jump processes conservative jump process is conservative"and "coupling jump processes of regular jump process is regular". |
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| Keywords: | coupling Transition probablity function Jump process Conservative Regular |
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