2014连续时间马尔科夫链.pdfVIP

随机过程 随机过程 Stochastic Processes Stochastic Processes 李冬梅 李冬梅 Chapter 4 classical examples of continuous markov chains Here we deal with a family of random variabl { ( ),0X t }t ≤ ∞ -es where the possible values of X t( ) are nonnegative integers. 定义 设随机过程{X (t),t ≥0 }，状态空间S {0,1,2,…}， 若对任意 0≤t t …t 及非负整数i ,i , …,i ，有 1 2 n+1 1 2 n+1 P {X (t ) i