| Markov骨架过程的性质 |
| |
| 引用本文： | 刘万荣,刘再明,侯振挺. Markov骨架过程的性质[J]. 湖南师范大学自然科学学报, 2001, 24(3): 1-7 |
| |
| 作者姓名： | 刘万荣 刘再明 侯振挺 |
| |
| 作者单位： | 1. 湖南师范大学数学系,
2. 中南大学科研所, |
| |
| 基金项目： | 国家青年自然科学基金资助项目 ( 1990 10 3 8) |
| |
| 摘 要： | 侯振挺等[1]引入了一类重要的随机过程-Markov骨架过程,它包括了Markov过程、半Markov过程、逐段决定Markov过程,其内容远比这些过程丰富,且能更好地描述事物发展的量变-质变-量变过程,其应用十分广泛,文中给出了这类过程的若干性质,分别给出了一个随机过程成为一人上Markov骨架过程的充分条件和必要条件。
|
| 关 键 词： | 随机过程 Markov骨架过程 停时 |
| 文章编号： | 1000-2537(2001)03-0001-07 |
| 修稿时间： | 2000-12-05 |
Properties of Markov Skeleton Processes |
| |
| LIU Wan rong ,LIU Zai ming ,HOU Zhen ting. Properties of Markov Skeleton Processes[J]. Journal of Natural Science of Hunan Normal University, 2001, 24(3): 1-7 |
| |
| Authors: | LIU Wan rong LIU Zai ming HOU Zhen ting |
| |
| Affiliation: | LIU Wan rong 1,LIU Zai ming 2,HOU Zhen ting 2 |
| |
| Abstract: | A class of important stochastic processes called Markov skeleton processes is proposed by Hou et al .It includes Markov processes,semi_Markov processes,piecewise-determined Markov processes.But its content is richer than the above processes. It is fitter to describe the process of thing development that is quantitative change-qualitative change-quantitative change.It applies very extensively.In this paper,some properties of these processes are studied. A necessary condition and a sufficient condition under which a process is a Markov skeleton process are derived respectively. |
| |
| Keywords: | stochastic process Markov skeleton process stopping time |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
|
