Markov骨架过程积分型泛函的分布和矩及其应用举例  

THE DISTRIBUTIONS AND MOMENTS OF INTEGRAL-TYPE FUNCTIONAL FOR MARKOV SKELETON PROCESSES AND THEIR APPLICATIONS

作　　者：李俊平[1] 侯振挺[1] 

机构地区：[1]长沙铁道学院科研所,410075

出　　处：《应用数学学报》2001年第2期277-283,共7页Acta Mathematicae Applicatae Sinica

基　　金：国家自然科学基金资助项目

摘　　要：侯振挺等［１］引入了一类具有广泛应用前景的随机过程-Ｍａｒｂｏｙ骨架过程．本文研究这类过程积分型泛函的分布和矩及其计算问题．作为应用，我们得到了Ｄｏｏｂ过程，生灭过程积分型泛函的分布和矩的公式，尤其对于生灭过程，利用本文的方法也得到了［４］中定理１－３的结果．Z.T. Hou, Z.M. Liu, J.Z. Zou~[l] introduced a kind of stochastic processes with wide prospect on application. This paper is devoted to the distributions and moments of integral-type functional for this kind of processes and their calculation. As for application, we obtain the formulas of the distributions and moments for Doob-processes, Birth and Death processes. Particularly, for Birth and Death processes, we also obtain the same results as [4; theorem 1-3] by using the present methods.

关 键 词：MARKOV骨架过程 积分型泛函 分布 矩 Doob过程 POLISH空间 

分 类 号：O211.62[理学—概率论与数理统计]