带二项突变的线性生灭过程-概率论与数理统计专业论文.docx

I I 摘 要 带二项突变的线性生灭过程是马尔可夫过程中很重要的一种模型，由于其与生 物特性相关联，因此具有重大实际意义. 本学位论文系统研究了带二项突变的线性 生灭过程，主要包括其随机单调性、对偶过程、平均灭绝时间、灭绝概率及拟平稳 分布及其吸收域. 第 1 章绪论部分主要阐述了带二项突变的线性生灭过程的研究背景、现状、历 史，并在此基础上介绍了其基本理论知识. 第 2 章首先介绍了一下我们要研究的模型，然后证明了它是随机单调的，并求 出了其对偶矩阵. 第 3 章用一种简单易懂的新方法证明了带二项突变的线性生灭过程以概率1灭 绝的充要条件;同时运用比较的方法得到了平均灭绝时间有限的充分条件. 第 4 章同样运用比较方法得到了带二项突变线性生灭过程的衰减参数的一个 下界. 第 5 章介绍了带二项突变的线性生灭过程的拟平稳分布及其吸收域. 第 6 章运用与前 5 章同样的思路，对另一种特殊模型下(bi = b, di = id)的带 二项突变的生灭过程进行了研究，得到了一系列类似的结果. 关键词:线性生灭过程，对偶过程，随机单调性，平均灭绝时间，灭绝概率，衰 减参数，拟平稳分布，吸收域. I II Abstract The linear birth and death processes with binomially distributed catastrophes are an important model of Markov process. As it’s biologically relevant, it has great practical significance. The thesis is devoted to the studies on the linear birth and death processes with binomially distributed catastrophes, mainly include stochastic monotonicity, duality, mean extinction time, extinction probability and the domain of attraction of the quasi-stationary distribution. In the first chapter, we introduce the background of the linear birth and death processes with binomially distributed catastrophes. In the second chapter, firstly, we introduce our model, then we pay attention to its stochastic monotonicity and duality. In the third chapter, we use a easier and more intuitive method to prove the the necessary and sufficient conditions for certain extinction. At the same time, we obtain the the sufficient condition for EiT0 ∞. In the fourth chapter，we obtain the lower bound for the decay parameter using comparative method. In the fifth chapter, we obtain the domain of attraction of the quasi-stationary distribution for the linear birth and death processes with binomial distribution. In the sixth chapter, we devote to studying another important model(bi = b, di = id) for birth and death processes with binomial distributed catastrophes using the same thought to the former five chapters, and we obtain a series of similar results. Key Words: linear birth and d