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中文题名:

 生灭过程的可加泛函的cutoff    

姓名:

 郝帅旗    

保密级别:

 公开    

论文语种:

 中文    

学科代码:

 070103    

学科专业:

 概率论与数理统计    

学生类型:

 硕士    

学位:

 理学硕士    

学位类型:

 学术学位    

学位年度:

 2020    

校区:

 北京校区培养    

学院:

 数学科学学院    

研究方向:

 随机过程及其交叉领域    

第一导师姓名:

 毛永华    

第一导师单位:

 北京师范大学数学科学学院    

提交日期:

 2020-06-15    

答辩日期:

 2020-05-30    

外文题名:

 The cutoff for additive functional of birth and death process    

中文关键词:

 最快强平稳时 ; 向上的积分型随机泛函 ; 首次击中时 ; ; Laplace变换.    

外文关键词:

 Fastest strong stationary time ; The first hitting time ; Moment ; Laplace transform.    

中文摘要:

全文分为三章, 主要研究状态空间为有限的一族连续时间生灭链的可加泛函满足cutoff的充要条件. 第一章针对具有吸收态的生灭过程, 通过数学归纳法以及Laplace变换求出随机泛函一阶矩和二阶矩的具体表达和性质, 得出生灭过程的可加随机泛函满足cutoff的充要条件. 第二章针对遍历的生灭过程, 通过对偶以及最快强平稳时用各个状态首次击中时表示的方法, 得出遍历的生灭过程的可加随机泛函满足cutoff的充要条件. 第三章将本文的结论运用到实际例子中, 得出了很好的验证.

 

外文摘要:

This article is divided into three chapters, and the main research is that the additive functional of a family of continuous time birth and death chains with finite state space have necessary and sufficient condition  to satisfy cutoff. In the first chapter, for the birth and death process with absorbing states, The specific expressions and properties of the first and second moments of the random functional are obtained through mathematical induction and Laplace transform. and the sufficient and necessary conditions for the additive functional of the birth and death process to satisfy the cutoff are obtained. In the second chapter, for the ergodic birth and death process, the sufficient and necessary conditions for the ergodic birth and death process to satisfy the cutoff are obtained by the method of duality and representing the first hitting time of each state in the fastest strong stationary time.  In the third chapter, the conclusion of this article is applied to practical examples, which are well verified.

参考文献总数:

 14    

作者简介:

 本科就读于河南大学数学与统计学院,硕士就读北京师范大学数学科学学院    

开放日期:

 2021-06-15    

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