不可逆平稳Q过程的轨道分解  

The Path Decomposition of Non-reversible Stationary Q Processes

作　　者：邓迎春[1] 

机构地区：[1]湖南师范大学,长沙410081

出　　处：《应用概率统计》1995年第3期315-321,共7页Chinese Journal of Applied Probability and Statistics

摘　　要：本文利用Q过程之间的R-N导数和Girsanov变换,对不可逆平稳Q过程的轨道空间进行分解,将维持细致平衡和环流平衡的轨道按概率意义分离出来,分别在各自的轨道空间上构造概率测度P_d,P_R^(k),使它们相互正交,并且原Q过程在这些概率测度和相应轨道空间上成为可逆平稳Q过程和单环流的平稳Q过程.In this paper, by using the Radon-Nikodym derivation and the Girsanov transformation between Q processes~[1], we have decomposed the path space of a non-reversible stationary Q process into two parts such that one of which keeps the reversible stationary stream of the process and the other keeps the cyclic stationary stream of the process.

关 键 词：Q过程 计数测试 漂移测试 轨道分解 平稳过程 

分 类 号：O211.61[理学—概率论与数理统计]