中文题名: | 一致有限程跳过程的稳定性 |
姓名: | |
保密级别: | 公开 |
论文语种: | chi |
学科代码: | 070103 |
学科专业: | |
学生类型: | 博士 |
学位: | 理学博士 |
学位类型: | |
学位年度: | 2024 |
校区: | |
学院: | |
研究方向: | 随机过程及其交叉领域 |
第一导师姓名: | |
第一导师单位: | |
提交日期: | 2024-06-16 |
答辩日期: | 2024-05-24 |
外文题名: | Stability of jump processes with uniformly nite range |
中文关键词: | |
外文关键词: | uniformly nite range jump process ; integral-type functional ; minimal non-negative solution theory ; monotone convergence theorem ; moments ; Laplace transform ; ergodicity |
中文摘要: |
马氏过程的稳定性在马氏过程理论的研究中具有至关重要的作用, 其主要内容包括唯一性和常返性, 各种遍历性(遍历性, 指数遍历性, 强遍历性) 等. 对于生灭跳过程及单生跳过程和单死跳过程, 显式判别准则大多已经得到. 本文对单生跳过程和单死跳过程进行推广, 主要研究m 程跳过程的稳定性性质. 文章共分为四个部分. |
外文摘要: |
The stability of Markov processes is of paramount importance in the study of Markov processes, which mainly includes some aspects such as uniqueness and recurrence, as well as various forms of ergodicity(ordinary ergodicity, exponential ergodicity, strong ergodicity). For birth-death jump processes and both single birth and single death jump processes, most explicit stability criteria have already been established by many researchers. This thesis extends the study to jump processes with uniformly finite range, focusing on their stability properties. The thesis is divided into four parts. In the first part, in view of the leapability of the uniformly finite range upward jump processes, the uniqueness problem is difficult to be sovled by classical methods. We transform the uniqueness problem into the recurrence one and thereby obtain explicit necessary and sufficient criteria for both problems. For the moments of their integral functionals, we employ the theory of minimal non-negative solutions and augmented truncation approximation techniques to naturally derive explicit expressions for the moments. Simultaneously, we provide necessary and sufficient criteria for ergodicity and strong ergodicity. Similarly, we derive explicit expressions for the Laplace transforms of the integral-type functionals and the exponential moments associated with the first hitting times. Finally, we validate the effectiveness of our methods through illustrative examples. In the second part, we address uniformly finite range downward jump processes in the way analogously to the upward case but with significant differences in the form of the augmented truncation processes. Given that they possess property of infinite-exit, the resulting expressions are expectedly more complex than those in the upward case. All corresponding expressions are derived within this thesis. Additionally, we obtain and validate the explicit expressions for the invariant measures of the double death jump processes through examples. In the third part, we solve the problem of distributions of integral-type functionals for single death jump processes, both upward and downward. Under certain conditions, for the downward case, leveraging known results for the higher moments of the integral functionals of single death jump processes and the fact that distributions are determined by moments, we derive explicit expressions for the Laplace transforms of the downward integral-type functionals. For the upward case, we combine the minimal non-negative solution theory with the results obtained for the downward case to derive the corresponding expressions. In the final part, as the generalization of single birth jump processes and single death jump processes, we consider single birth and single death jump processes with general boundary conditions. Using the construction method of the solution to the corresponding inequality, we provide explicit criteria for uniqueness, recurrence, and various forms of ergodicity(ordinary ergodicity, exponential ergodicity, strong ergodicity). |
参考文献总数: | 67 |
馆藏地: | 图书馆学位论文阅览区(主馆南区三层BC区) |
馆藏号: | 博070103/24004 |
开放日期: | 2025-06-16 |