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The construction of Markov processes in random environments and the equivalence theorems 被引量:27
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作者 HU DiheSchool of Mathematics and Statistics, Wuhan University, Wuhan 430072, China 《Science China Mathematics》 SCIE 2004年第4期481-496,共16页
In sec.1, we introduce several basic concepts such as random transition function, p-m process and Markov process in random environment and give some examples to construct a random transition function from a non-homoge... In sec.1, we introduce several basic concepts such as random transition function, p-m process and Markov process in random environment and give some examples to construct a random transition function from a non-homogeneous density function. In sec.2, we construct the Markov process in random enviromment and skew product Markov process by p - m process and investigate the properties of Markov process in random environment and the original process and environment process and skew product process. In sec. 3, we give several equivalence theorems on Markov process in random environment. 展开更多
关键词 radom transition function p -m process MARKOV PROCESS in random environment SKEW product MARKOV process density function.
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The existence and uniqueness of q-process in ran-dom environment 被引量:21
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作者 HU Dihe 《Science China Mathematics》 SCIE 2004年第5期641-658,共18页
We introduce some basic concepts such as random (sub-)transition function,q-function in random environment, q-process in random environment and some basic lemmas. For any continuous q-function in random environment, w... We introduce some basic concepts such as random (sub-)transition function,q-function in random environment, q-process in random environment and some basic lemmas. For any continuous q-function in random environment, we prove that the q-process in random environment always exists, and that any q-process in random environment satisfies the random Kolmogorov backward equation and the minimal q-process in random environment always exists. When q is a continuous and conservative q-function in random environment, the necessary and sufficient conditions for the uniqueness of q-process in random environment are given. Finally the special cases, homogeneous random transition functions and homogeneous q-processes in random environments are considered. 展开更多
关键词 random transition function transition DENSITY function transition DENSITY function in random environment Q-PROCESS in random environment random Kolmogorov backward equation.
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随机环境中的分支过程的模型及存在性 被引量:2
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作者 胡迪鹤 孙春香 《武汉大学学报(理学版)》 CAS CSCD 北大核心 2007年第1期1-4,共4页
引进随机环境中的分枝过程(连续时间参数)的模型,证明了此类过程的存在性,并证明它的一些性质,例如,随机生成母函数的性质,讨论了随机转移函数的时齐性.给出了随机半转移函数为时齐的随机半转移函数的充分必要条件,给出了随机生成母函... 引进随机环境中的分枝过程(连续时间参数)的模型,证明了此类过程的存在性,并证明它的一些性质,例如,随机生成母函数的性质,讨论了随机转移函数的时齐性.给出了随机半转移函数为时齐的随机半转移函数的充分必要条件,给出了随机生成母函数的迭代公式. 展开更多
关键词 随机转移函数 随机环境中的马氏过程 随机环境中的分支过程 随机生成母函数
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Laplace Transformation and Ergodic Potential Kernel for q-Process in Random Environment 被引量:2
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作者 LU Ping HU Dihe 《Wuhan University Journal of Natural Sciences》 CAS 2007年第2期218-224,共7页
This paper introduces some concepts such as q- process in random environment, Laplace transformation, ergodic potential kernel, error function and some basic lemmas.We study the continuity and Laplace transformation o... This paper introduces some concepts such as q- process in random environment, Laplace transformation, ergodic potential kernel, error function and some basic lemmas.We study the continuity and Laplace transformation of random transition function. Finally, we give the sufficient condition for the existence of ergodic potential kernel for homogeneous q- processes in random environments. 展开更多
关键词 random transition function transition density func-tion in random environment q-process in random environment Laplace transformation ergodic potential kernel
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THE ANALYTICAL PROPERTIES FOR HOMOGENEOUS RANDOM TRANSITION FUNCTIONS 被引量:1
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作者 胡迪鹤 邱育峰 《Acta Mathematica Scientia》 SCIE CSCD 2007年第1期180-192,共13页
The concepts of Markov process in random environment and homogeneous random transition functions are introduced. The necessary and sufficient conditions for homogeneous random transition function are given. The main r... The concepts of Markov process in random environment and homogeneous random transition functions are introduced. The necessary and sufficient conditions for homogeneous random transition function are given. The main results in this article are the analytical properties, such as continuity, differentiability, random Kolmogorov backward equation and random Kolmogorov forward equation of homogeneous random transition functions. 展开更多
关键词 Markov process in random environment random transition function homogeneous random transition function random Kohnogorov backward equation random Kohnogorov forward equation
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随机环境中线性控制分枝链及其两极分化性质 被引量:2
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作者 侯传志 胡迪鹤 《武汉大学学报(理学版)》 CAS CSCD 北大核心 2004年第1期6-10,共5页
引进了随机环境中线性控制分枝链的概念,讨论了各类母函数的关系,并用生成母函数精确表达了其他母函数;采用图论的方法,引进了随机根树,随机环境中的随机根树,以及随机环境中控制随机根树等一系列的概念,证明了它们分别与分枝链,随机环... 引进了随机环境中线性控制分枝链的概念,讨论了各类母函数的关系,并用生成母函数精确表达了其他母函数;采用图论的方法,引进了随机根树,随机环境中的随机根树,以及随机环境中控制随机根树等一系列的概念,证明了它们分别与分枝链,随机环境中的分枝链,及随机环境中的控制分枝链的一一对应关系,在此基础上得到了随机环境中线性控制分枝链的两极分化性质. 展开更多
关键词 随机转移矩阵 马氏链 线性控制分枝链 生成母函数 随机根树 两极分化
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随机环境中马氏链转移函数的收敛性 被引量:3
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作者 高振龙 王伟刚 胡迪鹤 《数学杂志》 CSCD 北大核心 2008年第5期546-550,共5页
本文研究了随机环境中马氏链转移函数的收敛性.利用Doeblin条件,得到了随机环境中一般状态马氏链转移函数弱收敛及强收敛的一些条件,以及收敛速度的一个估计.
关键词 随机环境 转移函数 弱收敛 强收敛 随机Doeblin条件
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随机环境中分枝过程的几个极限定理
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作者 吕平 胡迪鹤 《武汉大学学报(理学版)》 CAS CSCD 北大核心 2005年第5期533-536,共4页
研究了随机环境中分枝链的一般模型,并讨论了它们的一些性质,在此基础引入广义的下临界分支链的概念并得到了相应的性质.最后,得到了下临界情况下P(Zn>0|ξ=θ)mn(θ)的极限理论.这些结果对研究随机环境中分枝链的灭绝时是有帮助的.
关键词 随机转移矩阵 随机环境 分枝链 下临界 慢变化函数
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随机环境中分支过程的存在性及等价定理
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作者 孙春香 杨春志 《临沂师范学院学报》 2008年第6期6-9,共4页
证明了随机环境中分支过程的存在性,给出了分支随机转移函数(BRTF)的定义;利用BRTF给出了随机环境中分支过程(BPRE)的精确定义;给出了BPRE存在性的一个等价定理.
关键词 随机环境 随机转移函数 随机生成母函数 等价性
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随机环境中马氏过程的强遍历性及收敛速度 被引量:1
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作者 吕平 胡迪鹤 《杭州师范大学学报(自然科学版)》 CAS 2009年第2期81-86,共6页
文章引进随机环境中马氏过程的模型,研究了该模型的马氏过程满足强遍历性的各种充要条件;证明了当随机转移函数P(θ*[s,s+t);x,A)属于G+时,强遍历性蕴含了收敛的指数速度;找出了最佳收敛速度;并得到了达到最佳收敛速度的条件.
关键词 谱半径 随机转移函数 强遍历 右强遍历 一致强遍历 一致右强遍历
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Infinitely dimensional control Markov branching chains in random environments 被引量:6
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作者 HU Dihe 《Science China Mathematics》 SCIE 2006年第1期27-53,共27页
First of all we introduce the concepts of infinitely dimensional control Markov branching chains in random environments (β-MBCRE) and prove the existence of such chains, then we introduce the concepts of conditional ... First of all we introduce the concepts of infinitely dimensional control Markov branching chains in random environments (β-MBCRE) and prove the existence of such chains, then we introduce the concepts of conditional generating functionals and random Markov transition functions of such chains and investigate their branching property. Base on these concepts we calculate the moments of the β-MBCRE and obtain the main results of this paper such as extinction probabilities, polarization and proliferation rate. Finally we discuss the classification ofβ-MBCRE according to the different standards. 展开更多
关键词 random MARKOV transition function GENERATING functional β-control MARKOV branching chain in random environment EXTINCTION probability polarization and proliferation rate.
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THE BRANCHING CHAIN WITH DRIFT IN SPACE-TIME RANDOM ENVIRONMENT(I):MODEL,MARKOV PROPERTY,MOMENTS
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作者 胡迪鹤 胡晓予 《Acta Mathematica Scientia》 SCIE CSCD 2010年第5期1669-1678,共10页
There are three parts in this article. In Section 1, we establish the model of branching chain with drift in space-time random environment (BCDSTRE), i.e., the coupling of branching chain and random walk. In Section... There are three parts in this article. In Section 1, we establish the model of branching chain with drift in space-time random environment (BCDSTRE), i.e., the coupling of branching chain and random walk. In Section 2, we prove that any BCDSTRE must be a Markov chain in time random environment when we consider the distribution of the particles in space as a random element. In Section 3, we calculate the first-order moments and the second-order moments of BCDSTRE. 展开更多
关键词 branching chain with drift in space-time random enviromnent randombranching generating function local random transition generating function random drift law random branching law
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分支随机转移矩阵的几个分析性质 被引量:1
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作者 胡迪鹤 吕文华 《武汉大学学报(理学版)》 CAS CSCD 北大核心 2007年第1期5-8,共4页
引进了分支随机转移矩阵和分支随机Q矩阵的概念,证明了分支随机转移矩阵的连续性,并给出了时齐的标准的分支随机矩阵可微的充分必要条件,此外还证明了时齐的标准的分支随机矩阵之密度矩阵必是分支的随机Q矩阵.
关键词 分支随机转移矩阵 分支随机Q矩阵 密度矩阵 随机生成母函数 随机密度母函数
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