中文题名: | 有限Markov链的超群性判定 |
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保密级别: | 公开 |
论文语种: | 中文 |
学科代码: | 070103 |
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学生类型: | 硕士 |
学位: | 理学硕士 |
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学位年度: | 2021 |
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研究方向: | 随机过程及交叉领域 |
第一导师姓名: | |
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提交日期: | 2020-05-07 |
答辩日期: | 2021-05-27 |
外文题名: | On the hypergroup property of finite state Markov chains |
中文关键词: | |
外文关键词: | Markov chain ; birth and death process ; hypergroup property ; uniplicit ; symmetric property |
中文摘要: |
本文主要研究有关超群性质的两部分内容.首先,对于离散时间有限Markov链,若其可逆且具有单重特征值,则与其可交换的马氏链也可配称.本文证明了对于一般可逆的离散时间Markov链,与其可交换的马氏链仍是可配称的;然而对于一般具有单重特征值的离散时间Markov链,与其可交换的马氏链不再满足可配称性.其次,对于有限状态的不可约生灭马氏核,分别给出了对称和对角线为0情形下有关超群性质的可计算判定.在对称情形下,满足超群性质的生灭矩阵的阶数至多为2在对角线为0的情形下,利用主子式给出了满足超群性质的显式表达.
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外文摘要: |
In this paper, we mainly study the following two parts about the hypergroup property.First,for a discrete Markov chain with finite states.If it is uniplicit,then for any commutative Markov chain,it must be symmetric.In the first part of this paper, the condition of "uniplicit" is relaxed,for general reversible Markov chain,the commutative Markov chain is still symmetric; Whill,for the general Markov chain,and all its eigenvalues are of multiplicity 1, the commutative Markov chain is no longer symmetric.Then, for the irreducible birth and death Markov kernel with finite states, some computable criteria for the hypergroup property in symmetric and diagonal cases are given.In the symmetric case,the order of birth and death matrix satisfying hypergroup property is at most 2; When the diagonal is 0,an explicit expression satisfying hypergroup property by using the minor is given.
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参考文献总数: | 12 |
馆藏号: | 硕070103/21011 |
开放日期: | 2022-06-07 |