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On Condition Of Excursion Measure Of The Construction Theory Of Markov Chains

Posted on:2018-02-02Degree:MasterType:Thesis
Country:ChinaCandidate:Q W ChenFull Text:PDF
GTID:2310330515970539Subject:Probability theory and mathematical statistics
Abstract/Summary:PDF Full Text Request
Q-matri problem is a very complicated problem in the theory of Markov chains,especially in the case that Markov chain corresponding Q-matrix is not unique. In [1],the author founded the excursion theory of Markov chains and gave general methods to construct Markov chains. In the excursion theory of Markov chains, the sufficient and necessary condition of regular point is P(x,(?) IE(Xs)ds)=?,(?) t > 0.In this paper we shall show that this condition is sharp and can not be strengthened such that P(x, ?) = ?.
Keywords/Search Tags:Markov chain, excursion theory, regular point, Feller-Mackean chain
PDF Full Text Request
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