The concepts of bi-immigration birth and death density matrix in random environment and bi-immigration birth and death process in random environment are introduced. For any bi-immigration birth and death matrix in ran...The concepts of bi-immigration birth and death density matrix in random environment and bi-immigration birth and death process in random environment are introduced. For any bi-immigration birth and death matrix in random environment Q（θ） with birth rate λ 〈 death rate μ, the following results are proved, （1） there is an unique q-process in random environment, P^-（θ＊（0）;t） = （p^-（θ^＊（0）;t,i,j）,i,j ≥ 0）, which is ergodic, that is, lim t→∞（θ^＊（0）;t,i,j） = π^-（θ^＊（0）;j） ≥0 does not depend on i ≥ 0 and ∑j≥0π （θ＊（0）;j） = 1, （2） there is a bi-immigration birth and death process in random enjvironment （X^＊ = {X^＊,t ≥ 0},ε^＊ = {εt,t ∈ （-∞, ∞）}） with random transition matrix P^-（θ^＊ （0）;t） such that X^＊ is a strictly stationary process.展开更多
In this paper,we provide a general method to obtain the exact solutions of the degree distributions for random birthand-death network（RBDN） with network size decline.First,by stochastic process rules,the steady stat...In this paper,we provide a general method to obtain the exact solutions of the degree distributions for random birthand-death network（RBDN） with network size decline.First,by stochastic process rules,the steady state transformation equations and steady state degree distribution equations are given in the case of m ≥ 3 and 0 〈 p 〈 1/2,then the average degree of network with n nodes is introduced to calculate the degree distributions.Specifically,taking m = 3 for example,we explain the detailed solving process,in which computer simulation is used to verify our degree distribution solutions.In addition,the tail characteristics of the degree distribution are discussed.Our findings suggest that the degree distributions will exhibit Poisson tail property for the declining RBDN.展开更多
A new stochastic epidemic model, that is, a general continuous time birth and death chain model, is formulated based on a deterministic model including vaccination. We use continuous time Markov chain to construct the...A new stochastic epidemic model, that is, a general continuous time birth and death chain model, is formulated based on a deterministic model including vaccination. We use continuous time Markov chain to construct the birth and death process. Through the Kolmogorov forward equation and the theory of moment generating function, the corresponding population expectations are studied. The theoretical result of the stochastic model and deterministic version is also given. Finally, numerical simulations are carried out to substantiate the theoretical results of random walk.展开更多
We investigate integral-type functionals of the first hitting times for continuous-time Markov chains. Recursive formulas and drift conditions for calculating or bounding integral-type functionals are obtained. The co...We investigate integral-type functionals of the first hitting times for continuous-time Markov chains. Recursive formulas and drift conditions for calculating or bounding integral-type functionals are obtained. The connection between the subexponential integral-type functionals and the subexponential ergodicity is established. Moreover, these results are applied to the birth-death processes. Polynomial integral-type functionals and polynomial ergodicity are studied, and a sufficient criterion for a central limit theorem is also presented.展开更多
Quasi-birth and death processes with block tridiagonal matrices find many applications in various areas. Neuts gave the necessary and sufficient conditions for the ordinary ergodicity and found an expression of the st...Quasi-birth and death processes with block tridiagonal matrices find many applications in various areas. Neuts gave the necessary and sufficient conditions for the ordinary ergodicity and found an expression of the stationary distribution for a class of quasi-birth and death processes. In this paper we obtain the explicit necessary and sufficient conditions for/-ergodicity and geometric ergodicity for the class of quasi-birth and death processes, and prove that they are not strongly ergodic. Keywords ergodicity, quasi-birth and death process.展开更多
For the continuous time Markov chain with transition function P（t） on Z d ＋ , we give the necessary and sufficient conditions for the existence of its Siegmund dual with transition function P - （t）. If Q, the q-m...For the continuous time Markov chain with transition function P（t） on Z d ＋ , we give the necessary and sufficient conditions for the existence of its Siegmund dual with transition function P - （t）. If Q, the q-matrix of P（t）, is uniformly bounded, we show that the Siegmund dual relation can be expressed directly in terms of q-matrices, and a sufficient condition under which the Q-function is the Siegnmnd dual of some Q-function is also given.展开更多
基金Supported by the NNSF of China (10371092,10771185) the Foundation of Whuan University
文摘The concepts of bi-immigration birth and death density matrix in random environment and bi-immigration birth and death process in random environment are introduced. For any bi-immigration birth and death matrix in random environment Q（θ） with birth rate λ 〈 death rate μ, the following results are proved, （1） there is an unique q-process in random environment, P^-（θ＊（0）;t） = （p^-（θ^＊（0）;t,i,j）,i,j ≥ 0）, which is ergodic, that is, lim t→∞（θ^＊（0）;t,i,j） = π^-（θ^＊（0）;j） ≥0 does not depend on i ≥ 0 and ∑j≥0π （θ＊（0）;j） = 1, （2） there is a bi-immigration birth and death process in random enjvironment （X^＊ = {X^＊,t ≥ 0},ε^＊ = {εt,t ∈ （-∞, ∞）}） with random transition matrix P^-（θ^＊ （0）;t） such that X^＊ is a strictly stationary process.
基金Project supported by the National Natural Science Foundation of China(Grant No.61273015)the Chinese Scholarship Council
文摘In this paper,we provide a general method to obtain the exact solutions of the degree distributions for random birthand-death network（RBDN） with network size decline.First,by stochastic process rules,the steady state transformation equations and steady state degree distribution equations are given in the case of m ≥ 3 and 0 〈 p 〈 1/2,then the average degree of network with n nodes is introduced to calculate the degree distributions.Specifically,taking m = 3 for example,we explain the detailed solving process,in which computer simulation is used to verify our degree distribution solutions.In addition,the tail characteristics of the degree distribution are discussed.Our findings suggest that the degree distributions will exhibit Poisson tail property for the declining RBDN.
文摘A new stochastic epidemic model, that is, a general continuous time birth and death chain model, is formulated based on a deterministic model including vaccination. We use continuous time Markov chain to construct the birth and death process. Through the Kolmogorov forward equation and the theory of moment generating function, the corresponding population expectations are studied. The theoretical result of the stochastic model and deterministic version is also given. Finally, numerical simulations are carried out to substantiate the theoretical results of random walk.
基金Acknowledgements The authors would like to thank Professor Yong-Hua Mao for useful discussion. This work was supported in part by the National Natural Science Foundation of China （Grant Nos. 11571372, 11501576, 11771452） and the Excellent Young Scientific Research Fund of Hunan Provincial Education Department （Grant No. 15B252）.
文摘We investigate integral-type functionals of the first hitting times for continuous-time Markov chains. Recursive formulas and drift conditions for calculating or bounding integral-type functionals are obtained. The connection between the subexponential integral-type functionals and the subexponential ergodicity is established. Moreover, these results are applied to the birth-death processes. Polynomial integral-type functionals and polynomial ergodicity are studied, and a sufficient criterion for a central limit theorem is also presented.
基金partially supported by NSFC(No.10171009)Research Fund for PhD Programs of MOE of China(No.20010533001)Research Fund for Educational Innovation for Doctorates of CSU(No.030602)
文摘Quasi-birth and death processes with block tridiagonal matrices find many applications in various areas. Neuts gave the necessary and sufficient conditions for the ordinary ergodicity and found an expression of the stationary distribution for a class of quasi-birth and death processes. In this paper we obtain the explicit necessary and sufficient conditions for/-ergodicity and geometric ergodicity for the class of quasi-birth and death processes, and prove that they are not strongly ergodic. Keywords ergodicity, quasi-birth and death process.
基金Supported by NSFC(Grant Nos.11626245 and 11571043)
文摘For the continuous time Markov chain with transition function P（t） on Z d ＋ , we give the necessary and sufficient conditions for the existence of its Siegmund dual with transition function P - （t）. If Q, the q-matrix of P（t）, is uniformly bounded, we show that the Siegmund dual relation can be expressed directly in terms of q-matrices, and a sufficient condition under which the Q-function is the Siegnmnd dual of some Q-function is also given.
