Yamamuro in [1] defines strong and weak transience of Markov processes; gives a criterion for strong transience of Feller processes; and further, discusses strong and weak transience of Ornstein-Uhlenbeck type process...Yamamuro in [1] defines strong and weak transience of Markov processes; gives a criterion for strong transience of Feller processes; and further, discusses strong and weak transience of Ornstein-Uhlenbeck type processes. In this article, the authors weaken the Feller property of the result in [1] to weak Feller property and discuss the strong transience of operator-self-similar Markov processes.展开更多
We consider the control of the diserete component n_(t)of a owitching Markov proceaa x_(t)=(z_(t),n_(t))when there ia a running cost and an immediate coat c(i,j)for owitching n_(t)from i to j.We satudy the minimizatio...We consider the control of the diserete component n_(t)of a owitching Markov proceaa x_(t)=(z_(t),n_(t))when there ia a running cost and an immediate coat c(i,j)for owitching n_(t)from i to j.We satudy the minimization of the ergodic(or long-term average)total coat.Eooentially,this paper trento the cnce where,for n_(t)=n fixed,z_(t)ia a reflected diffusion or a reflected diffusion with jumps,nt being,for fixed z,a continuous-time Markov chain.Using the vanishing discount appronch,we exctend existing reoulta dealing with the situation where nt evolvea only by the switching control action and the diffusion is non-degenerate.Moreover,we solve the ergodic problem for a claso of diffusiono which can be degenerate and for an example with aboorbing atate.展开更多
Geometric process was first introduced by Lam.A stochastic process {X_i,i=1,2,...} iscalled a geometric process (GP) if,for some a>0,{a^(i-1)X_i,i=1,2,...} forms a renewal process.In thispaper,the GP is used to ana...Geometric process was first introduced by Lam.A stochastic process {X_i,i=1,2,...} iscalled a geometric process (GP) if,for some a>0,{a^(i-1)X_i,i=1,2,...} forms a renewal process.In thispaper,the GP is used to analyze the data from a series of events.A nonparametric method is introduced forthe estimation of the three parameters in the GP.The limiting distributions of the three estimators are studied.Through the analysis of some real data sets,the GP model is compared with other three homogeneous andnonhomogeneous Poisson models.It seems that on average the GP model is the best model among these fourmodels in analyzing the data from a series of events.展开更多
基金Research supported in part by the National Natural Science Foundation of China and a grant from the Ministry of Education of China
文摘Yamamuro in [1] defines strong and weak transience of Markov processes; gives a criterion for strong transience of Feller processes; and further, discusses strong and weak transience of Ornstein-Uhlenbeck type processes. In this article, the authors weaken the Feller property of the result in [1] to weak Feller property and discuss the strong transience of operator-self-similar Markov processes.
文摘We consider the control of the diserete component n_(t)of a owitching Markov proceaa x_(t)=(z_(t),n_(t))when there ia a running cost and an immediate coat c(i,j)for owitching n_(t)from i to j.We satudy the minimization of the ergodic(or long-term average)total coat.Eooentially,this paper trento the cnce where,for n_(t)=n fixed,z_(t)ia a reflected diffusion or a reflected diffusion with jumps,nt being,for fixed z,a continuous-time Markov chain.Using the vanishing discount appronch,we exctend existing reoulta dealing with the situation where nt evolvea only by the switching control action and the diffusion is non-degenerate.Moreover,we solve the ergodic problem for a claso of diffusiono which can be degenerate and for an example with aboorbing atate.
文摘Geometric process was first introduced by Lam.A stochastic process {X_i,i=1,2,...} iscalled a geometric process (GP) if,for some a>0,{a^(i-1)X_i,i=1,2,...} forms a renewal process.In thispaper,the GP is used to analyze the data from a series of events.A nonparametric method is introduced forthe estimation of the three parameters in the GP.The limiting distributions of the three estimators are studied.Through the analysis of some real data sets,the GP model is compared with other three homogeneous andnonhomogeneous Poisson models.It seems that on average the GP model is the best model among these fourmodels in analyzing the data from a series of events.
