摘要
本文研究带形上的近临界随机游动,借助游动常返暂留性判别准则的显式表达,通过带扰动的线性差分系统的解的渐近性理论,以及矩阵的范数性质,在扰动矩阵不同的阶的条件下,给出了游动常返暂留性的判别.
Consider the near-critical random walk on a strip.By the explicit criteria for recurrence and transience,with the help of asymptotic theory of the solution of linear difference system with disturbance,and the propositions of matrix norm,we give a recurrence classification in terms of the order of the perturbation matrix.
作者
张美娟
周珂
Mei Juan ZHANG;Ke ZHOU(School of Statistics and Mathematics,Central University of Finance and Economics,Beijing 100081,P.R.China;School of Statistics,University of International Business and Economics,Beijing 100029,P.R.China)
出处
《数学学报(中文版)》
CSCD
北大核心
2019年第5期737-744,共8页
Acta Mathematica Sinica:Chinese Series
基金
国家自然科学基金资助项目(11801596,11701083)
中央财经大学科研创新团队支持计划资助
关键词
带形上的随机游动
近临界
常返暂留性
线性差分系统
random walk on a strip
near-critical
recurrence and transience
linear difference system