摘要
用代数方法证明了可列齐次标准马氏过程的转移概率矩阵的拉氏变换ψ（λ）由其在一点上的值唯一决定；给出了一个非负常数矩阵恰好是某一马氏过程在某点的值的充要条件；已判明矩阵Ａ是某ψ（λ）在某点λ０的值，给出了由Ａ构造ψ（λ）的方法．
Let p(t) be a transition probability matrix of a standard denumerable homogeneous Markov process,ψ(λ) be Laplace transform of p(t).It is proved that ifψ1(λ),ψ2(λ)are two Laplace transforms and exist λ0>0 such that ψ1(λ0)=ψ2(λ0),then ψ1(λ)=ψ2(λ)for any λ>0; Let A be a constant matrix,the sufficient and necessary conditions for that exist a ψ(λ) and λ0>0 such that λ(λ)=A are given;And a method to contruct the ψ(λ) with A is given,where ψ(λ)=A.
出处
《广西师范大学学报（自然科学版）》
CAS
1995年第2期9-14,共6页
Journal of Guangxi Normal University:Natural Science Edition
关键词
线性无关
正规矩阵
马氏过程
linear irrelevance
normal matrix
Markov processes
