具有马氏转换的离散随机系统的性能分析

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摘要研究了具有马氏转换参数的离散随机系统,分析了系统的鞅性质、马氏性、常返性、不可约性和收敛性.

作者张波张景肖

机构地区中国人民大学统计学院

出处《自然科学进展》北大核心 2003年第11期1141-1146,共6页

基金教育部科学技术重点项目北京市自然科学基金资助(批准号:1022004)

关键词马氏转换参数离散随机系统鞅马氏性收敛性

参考文献12

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自然科学进展

2003年第11期

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