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马尔可夫骨架过程的极限分布 被引量:1

Limit Distribution of Markov Skeleton Processes
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摘要 本文运用基本更新定理和Smith关键更新定理等理论和方法,对马尔可夫骨架过程的极限分布进行深入研究,得到主要结果如下:去掉了原有结果中要求的绝对连续的条件,给出了马尔可夫骨架过程极限分布存在的充分条件;得到了马尔可夫骨架过程极限分布的具体公式,并证明了该极限分布为概率分布. This paper devotes to deeply study limit distribution of Markov skeleton processes through applying the theories and methods of fundamental renewal theorem and Smith key renewal theorem.Some main results are obtained as following:the author removes the original requirement of absolutely continuous condition and gives sufficient conditions for the existence of limit distribution;the author gives the concrete formula of limit distribution, and proves the limit distribution is a probability distribution.
出处 《应用数学学报》 CSCD 北大核心 2010年第2期290-296,共7页 Acta Mathematicae Applicatae Sinica
基金 国家自然科学基金(No.10671212) 高校博士点基金(No.20050533036) 深圳大学博士启动基金(No.000048)资助项目
关键词 马尔可夫骨架过程 极限分布 基本更新定理 Smith关键更新定理 Markov skeleton process limit distribution fundamental renewal theorem Smith key renewal theorem
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参考文献5

  • 1Hou Zhenting, Liu Guoxin. Markov skeleton Processes and their Applications. Beijing: Science Press and Boston: International Press, 2005. 被引量:1
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同被引文献6

  • 1Hou Z T, Liu G X. Markov Skeleton Processes and their Applications. Beijing: Science Press, Boston: International Press, 2005. 被引量:1
  • 2Asmussen S. Applied Probability and Queues. New York: John Wiley, 1987. 被引量:1
  • 3Chung K L. A Course in Probability Theory, 2nd edn. New York: Academic Press, 1974. 被引量:1
  • 4邓水录,梁之舜.随机点过程及其应用.北京:科学出版社,1992. 被引量:1
  • 5Asmussen S. Ruin Probabilities. Singapore: World Scientific, 2000. 被引量:1
  • 6Feller W. An Introduction to Probability Theory and its Applications, Vol.2. New York: John Wiley 1966. 被引量:1

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