含有限个瞬时态诚实Q过程的唯一性准则  

CRITERIA FOR THE UNIQUENESS OF HONEST Q-PROCESSES WITH FINITELY MRNY INSTANTANEOUS STATES

作　　者：费志凌 

机构地区：[1]中国科学院测量与地球物理研究所

出　　处：《应用概率统计》1993年第1期51-57,共7页Chinese Journal of Applied Probability and Statistics

摘　　要：本文对含有限个瞬时态的拟Q-矩阵给出了诚实Q过程存在且唯一的准则。By the work of Williams~[3] and Hou~[4], we know that Q-processes are not unique when Q-matrix Q=(q_(ij)) contains instantaneous states. But honest Q-processes are not so. In fact, Chen~[5] has given an honest Q-matrix Q=(q_(ij)) with only one instantaneous state, whose honest Q-process is unique. Furthermore, in [8], Fei gave the criteria for the uniqueness of honest Q-processes with only one instantaneous state. This paper is an extension of the results in [8]. We give the criteria for the uniqueness of honest Q-processes with finitely many instantaneous states.

关 键 词：诚实Q过程 唯一性 Q过程 Q矩阵 

分 类 号：O211.6[理学—概率论与数理统计]