中文题名: | Q过程拟平稳性的Doeblin条件 |
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保密级别: | 公开 |
学科代码: | 070103 |
学科专业: | |
学生类型: | 硕士 |
学位: | 理学硕士 |
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学位年度: | 2017 |
学校: | 北京师范大学 |
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研究方向: | 随机过程及交叉领域 |
第一导师姓名: | |
第一导师单位: | |
提交日期: | 2017-04-28 |
答辩日期: | 2017-05-25 |
外文题名: | Doeblin condition of the quasi-stationaryproperty for Q-process |
中文关键词: | |
外文关键词: | Doeblin condition ; quasi-stationary distribution ; single birth process ; single death process ; birth and death processes with catastrophes ; Q-matrix |
中文摘要: |
本文针对有吸收点的一般 Q 过程,找到了新型 Doeblim 条件的充分条件并且推出了单生过程时该充分条件的显式表示.对于单死过程,我们找到了新型 Doeblin 条件的等价条件.之后应用不同于 Champagnat 和 Villemonais的论文[2的方法研究了带灾难的生灭过程。 本文分为四部分: 第一部分是引言.第二部分是一般 Q 过程、单生过程与新型 Doeblin 条件的充分条件.第三部分是单死过程与新型 Doeblin 条件的等价条件.第四部分是带灾难的生灭过程与新型 Doeblin 条件的等价条件。 |
外文摘要: |
The paper find a sufficient condition to new-type Doeblin condition for almost absorbed Q-processes .Then this condition can be explicitly represented for single birth processes .We find a condition equivalent to new-type Doeblin condition for single death processes. In the end we study one-dimensional birth and death processes with catastrophes in a different method from Champagnat and Villemonais. The paper is divided into four parts. The first part is introduction and the second one is a sufficient condition to new-type Doeblin condition for Q-processes and single birth processes. Equivalent conditions to new-type Doeblin condition for single death processes are studied in the third part. And in the last part we study one-dimensional birth and death processes with catastrophes with the equivalent condition to new-type Doeblin condition. |
参考文献总数: | 17 |
馆藏号: | 硕070103/17008 |
开放日期: | 2018-03-30 |