随机单调Markov积分半群(英文)  

Stochastic Monotone Markov Integrated Semigroups

作　　者：文兴易[1] 李扬荣[2] 

机构地区：[1]西南财经大学统计学院,四川成都610074 [2]西南大学数学与统计学院,重庆400715

出　　处：《应用数学》2009年第4期690-696,共7页Mathematica Applicata

摘　　要：讨论了Markov积分半群的单调性和转移函数的单调性的等价性,并得到最小的Q半群是单调的充要条件.In this paper we discuss the relationship between monotone of Markov integrated semigroups and transition functions,which are closely linked with each other for continuous time Markov chains. By this a necessary and sufficient condition for the minimal q- semigroup to be stochastic monotone is given in terms of their q- matrix only.

关 键 词：MARKOV积分半群 转移函数 q-函数 随机单调 

分 类 号：O177.3[理学—数学]