跳过程μ正则性和不变测度存在性  

Regularity and Existence of Invariant Measures for Jump Processes

作　　者：张绍义[1] 

机构地区：[1]湖北大学数学系,武汉430062

出　　处：《数学学报（中文版）》2005年第4期785-788,共4页Acta Mathematica Sinica：Chinese Series

基　　金：湖北省自然科学基金资助项目

摘　　要：本文给出了一般状态跳过程μ正则的充分条件,作为其推论得到跳跃链常返的跳过程是μ正则的,证明了跳跃链常返的跳过程,其q对的不变测度是跳过程的不变测度.还证明了跳跃链常返的跳过程存在唯一的不变测度.In this paper, a sufficient condition for the μ-regular jump processes on general state space is given. As its corollary, we obtain that the jump process is μ-regular if its embeding chain is recurrent. We prove that the invariant measure for the q-pair is the invariant measare for its jump process with recurrent embeding chain, and that the jump process with recurrent embeding chain has a unique invariant measure.

关 键 词：常返性 μ正则性 不变测度 

分 类 号：O211.6[理学—概率论与数理统计]