摘要
对于逗留时为正整数值的半马氏过程程{ξ(t)},本文研究了{ξ(t)}、相应过程{ξ(n)}、嵌入链{ξ_n}的常返性和正常返性之间的关系.定理 2.1证明了三过程的状态常返性是等价的.定理 2.2证明了ξ(t)、ξ(n)的状态正常返性是等价的,ξ(t)的状态正常返是嵌入链状态正常返的充分条件.定理2.3给出了ξ(n)的状态正常返的充分条件.该条件在状态空间有限时也是必要条件.
As far as the semi-Markov process where the holding time is positive integral is concerned,we have studied the recurrent and positive recurrent relationships among {ξ(t) },corresponding process { ξ(n) } and imbedded chain {ξ_n}. Theorem 2. 1 prove that the state current of the three process is equal in value. Theorem 2. 2 prove that the state positive recurrent of {ξ(t) } and {ξ(n) ) is equal in value. The state positive current of {ξ(t) } is sufficient for the state positive recurrent of imbedded chain. Theorem 2. 3 provide a sufficient condition for the state positive corrent of {ξ(n) }. The condition is also necessary on the condition of definite states.
出处
《数学理论与应用》
1999年第2期28-30,共3页
Mathematical Theory and Applications
关键词
半马氏矩阵
半马氏过程
嵌入链
常返
正常返
Semi-MNarkov Matrix, Semi-A4arkov Process,Imhedded Chain,Recurrent, Positive recurrent.