一类含单瞬时态Markov链的遍历性.pdf

Abstract Inthe ofMarkov construction ofMarkov theory ofthe processes，the samplepaths chainsisdescribed ofthe isthatit describesthe clearly．Oneapplicationscompletely constructionofMarkov canobtaintheresolventofMarkovchainsuseof processes．We by theformulaofexcursion．In makeuseofthe ofexcursionofMarkov this paper．I theory obtain distributionofMarkovchainsfromtheconstructionofMarkov chains，I stationary Ican the Markovchainswhichhaveinstantaneous chains，sojudge of points，then ergodicity dealwith Iobtain ofMarkovchainswhich especial exponentiallyergodicity state，finally haveinstaneonsthis makean ofbirthanddeath which points．In example process paper，I haveinstaneous points． words：Markov Key chains，Q-Matrix，Localtime，Excursion distribution，Ergodicity,Exponentiallyergodicity． II 第一章引言 在Markov过程的一般理论中，游程理论是刻画轨道结构的强有力的工具， 但游程理论要求过程的轨道有“左连右极”的性质，而含瞬时态的Markov链 不满足这种要求，因此，为了研究含瞬时态的Markov链的轨道结构，本文利 用Markov链的游程理论． §1．1Markov链的游程理论 的实值函数： pu(t)≥0 (1．1) ∑pij(t)≤1 (1．2) jEE ∑pik(t)pkj(S)=pij(t+s) (1．3) kEE 战war)2％(