摘要
本文讨论二参数无后效有限随机事件流的鞅性和各种二参数Markov性．引进二参数有跟随机事件流的非基点的概念并得到它们在平面上的排列规律．证明任何二参数无后效有限随机事件流都可以当作3个相互独立的二参数无后效随机事件流的迭加，其中一个是广义正则流，一个是水平非常流，另一个是竖直非常流．
In this paper we discuss the martingale property and different two-parameter Markov properties of two-parameter finite stream of random events with independent increments. We show that every two-parameter finite stream of random events with independent increments can be represented as the composition of a generalized regular stream, a singular horizontal stream and a singular vertical stream.
出处
《应用数学学报》
CSCD
北大核心
1998年第2期165-170,共6页
Acta Mathematicae Applicatae Sinica
关键词
随机事件流
独立增量过程
马氏性
广义正则流
Two-parameter finite stream of random eveals,stochastic processes with independent increments, Markov property,nonbasic points, two-parameter generalized regular stream of random events
