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Markov Chains And Ito Synthesis Theory

Posted on:2007-11-23Degree:MasterType:Thesis
Country:ChinaCandidate:W J HeFull Text:PDF
GTID:2120360185472176Subject:Basic mathematics
Abstract/Summary:PDF Full Text Request
Given Markov chains {Xt}t≥0,the excursion family ,that are opposited to state 0 is solely determine, and is satisfied finited condition .Markov chains excursion family opposed question:Given excursion family that is satisfied finited condition, whether exist Markov chains{Xt}t≥0,make the excursion of Markov chains {Xt}t≥0 be op-posited to state 0 exactly The first depart of the text introduct the background of the question.The second depart introduct some sample but based definion and theory.The last depart we have given the proof of Ito synthesis theory and structured resolvent of one set Markov chains ,so we gained excurtion which is satisfied finited condition,make excurtion of Markov chains {Xt}t≥0 opposited to state 0 exactly is...
Keywords/Search Tags:Q matrix, Markov Chains, Excursion, Resolvent
PDF Full Text Request
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