跳过程的μ-不变测度-含单瞬时态情形  

μ-invariant Measures of Jump Process-Containing One Instantaneous State

作　　者：吴新星[1,2] 

机构地区：[1]上海市高可信计算重点实验室,上海200062 [2]华东师范大学软件学院计算机理论研究所,上海200062

出　　处：《应用数学学报》2010年第1期26-37,共12页Acta Mathematicae Applicatae Sinica

基　　金：国家自然科学基金(No.90718013)资助项目

摘　　要：μ-不变测度是随机过程中一类重要的测度.首先,本文得到了含有单瞬时态的q-过程存在性定理,并进一步说明了在一些特殊情况下可以只对q-对加条件,定理仍成立.然后,对给了含单瞬时态q-对的μ-不变测度,何时存在q-过程P(t),使得π是P(t)的μ-不变测度的问题进行了讨论研究,并给出了一个充分条件.μ-Invariant measures play an important role in the theory of stochastic processes. At first,an existence theorem for jump process containing one instantaneous state is proved,and furthermore,the theorem can be still found only when there are some restraints on the q-pair.Then,the question that when there is a q-process P（t）,such thatπwhich is theμ-invariant measure of a given q-pair containing one instantaneous state is theμ-invariant measure of P（t） is discussed,and a sufficient condition is obtained.

关 键 词：q-对 Q-过程 瞬时态 μ-不变测度 

分 类 号：O211.61[理学—概率论与数理统计] O211.62[理学—数学]