期刊文献+

从随机矩阵到随机环境中的马氏链

The random matrix and Markov chains in random environments
在线阅读 下载PDF
导出
摘要 主要研究了随机矩阵的一些性质,给出了无穷多个随机矩阵乘积收敛的充分条件,从而得到随机环境中马氏链转移概率的极限性质,利用这一性质可以说明一些文献所出现的错误结论. In this thesis, several properties about random matrix are discussed, then the sufficient conditions for the direct convergence of products of limitless random matrixes are obtained and then the properties of the limit of the transition probability of Markov chains in random environment are obtained. These properties demonstrate that some wrong assertions are also presented in some literatures.
作者 费时龙 任敏
机构地区 宿州学院数学系
出处 《重庆工商大学学报(自然科学版)》 2010年第1期24-26,45,共4页 Journal of Chongqing Technology and Business University:Natural Science Edition
基金 宿州学院硕士科研启动项目(2008yss17)
关键词 随机环境 马氏链 随机矩阵 互通 常返 Markov chains in random environments random matrix communication recurrence
  • 相关文献

参考文献9

  • 1NAWROTZKI K. Discrecte open systems of Markov chains in a random environment [ J ]. J Inform process, 1981 (17) :569-599.
  • 2NAWROTZKI K. Finite Markov chains in stationary random environments [ J ]. Ann Prob, 1982 (10) :1041-1046.
  • 3COGBURN R. Markov Chains in random environments [ J ]. Ann Prob, 1980:908-916.
  • 4COGBURN R. The ergodic theory of Markov chains in random environments[J]. Z W,1984, 66:109-128.
  • 5LIU G X, LLIU W. On the strong law of large numbers for functionals of countable nonhomogeneous Markov chains[ J]. Stochastic Processes and Their Applications, 1994,50:375-391.
  • 6OREY S. Markov chains with stochastically stationary transition probabilities[ J]. Ann Proi~, 1991,19(3) :907-926.
  • 7胡迪鹤.从p—m链到随机环境中的马氏链[J].数学年刊(A辑),2004,25(1):65-78. 被引量:18
  • 8肖争艳,胡迪鹤.绕积马氏链的状态分类[J].数学物理学报(A辑),2003,23(3):306-313. 被引量:35
  • 9李应求.双无限环境中马氏链的存在和不可约性[J].数学物理学报(A辑),2001,21(4):439-442. 被引量:24

二级参考文献10

  • 1李应求.随机环境中马氏链与两参数马氏过程:博士后研究工作报告[R].武汉大学,2001..
  • 2Cogburn R. Markov chains in random environment: the case of markovian environments. Ann Probability, 1980,8: 908-916.
  • 3Cogburn R. The ergodic theory of Markov chains in random environments. Z Wahrsch View Gebiete, 1984, 66:109-128.
  • 4Jain N, Jamison B. Contributions to Doeblin's theory of Markov Processes. Z Wahrsch View Gebiete, 1967, 8:19-40.
  • 5Nawrotzki K. Finite Markov chains in stationary random environments. Ann Probability, 1982, 10:1041-1046.
  • 6Orey S. Markov chains with stochastically stationary transition probability. Ann Probability, 1991, 19: 907-928.
  • 7Meyn S P, Tweedie R L. Markov Chains and Stochastic Stability. New York: Springer-Verlag, 1993.
  • 8Tweedie R L. Criteria for classifying general Markov chains. Adv Appl Prob, 1976. 8:737-771.
  • 9Robert Cogburn. The ergodic theory of Markov chains in random environments[J] 1984,Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete(1):109~128
  • 10李应求.关于马氏环境中马氏链的几点注记[J].数学进展,1999,28(4):358-360. 被引量:34

共引文献58

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部