马尔可夫过程穿越次数估计

CROSS-ESTIMATE FOR NON-SYMMETRIC MARKOV PROCESSES

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摘要本文研究了马尔可夫过程穿越次数估计.应用马尔可夫过程向前向后鞅分解方法,得到了穿越次数估计以及Meyer-Zheng拓朴的紧性判别准则,推广了Lyons-Zheng的结果. We extend the cross-estimate of Lyons-Zheng Markov processes from the symmetric case to the general stationary situation.Our main tool is the forward-backward martingale decomposition.As corollaries we obtain a tightness result for laws of Markov processes.

作者徐国安黄金明

机构地区武警警官学院数理教研室军事经济学院基础部

出处《数学杂志》 CSCD 北大核心 2012年第3期540-546,共7页 Journal of Mathematics

关键词向前向后鞅分解拟对称上穿估计胎紧性 forward-backward martingale decomposition cross-estimate quasi-symmetric tightness

分类号 O211.62 [理学—概率论与数理统计]

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数学杂志

2012年第3期

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马尔可夫过程穿越次数估计

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