Homogeneous Denumerable Markov Processes
Markov processes play an important role in the study of probability theory. Homogeneous denumerable Markov processes are among the main topics in the theory and have a wide range of application in various fields of science and technology (for example, in physics, cybernetics, queuing theory and dynamical programming). This book is a detailed presentation and summary of the research results obtained by the authors in recent years. Most of the results are published for the first time. Two new methods are given: one is the minimal nonnegative solution, the second the limit transition method. With the help of these two methods, the authors solve many important problems in the framework of denumerable Markov processes.
36 pages matching system of 1-bounded in this book
Results 1-3 of 36
What people are saying - Write a review
We haven't found any reviews in the usual places.
Criteria for the Uniqueness of QProcesses
The Second Construction Theorem
14 other sections not shown
Other editions - View all
1-bounded equations atomic almost closed Av(i boundary theory called Cauchy sequence chapter closed set construction theorem Corollary cºx deduce defined Definition denote determined uniquely distribution and moments excessive function exist infinitely F-type Q-process first-type system flying point harmonic function Hence holds homogeneous denumerable Markov ie Dº ie E ie/E II(a II(b je E ke|E Markov chain Markov process Markov property matrix of order minimal nonnegative solution minimal Q-process necessary and sufficient nonnegative linear equations normal system oeſ probability space proof of Theorem pseudo-normal system Q is conservative Q is nonconservative Q-process is unique Q-process of order random variable second-type ſº strictly nonhomogeneous equations sufficient condition system of 1-bounded system of equations system of homogeneous system of nonnegative system of strictly teſ0 transition probability matrix unique ordinary zero solution