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Embedding Q-Processes Into Stochastic Processes On Permutation Groups

Posted on:2009-10-05Degree:MasterType:Thesis
Country:ChinaCandidate:W PeiFull Text:PDF
GTID:2120360245466599Subject:Probability theory and mathematical statistics
Abstract/Summary:PDF Full Text Request
Embedding Q-processes into stochastic processes on permutation groups is studied in this paper.Namely,given a Markov process X=(Xt)t∈[0,∞)(X0=z) on a finite set E,can it be represented as((?)tz)t∈[0,∞)? where z∈E and ((?)t)t∈[0,∞)((?)0 is the identity map)is a Q-process on some transitive permutation groupsΓof E.Let (Q(x,y))x,y∈E be the Q-matrix of X=(Xt)t∈[0,∞).Then there exists embedding(?)t)t∈[0,∞)if and only ifWhere (?) is the collection of irreducible representations ofΓ,(?)+ is the set of irreducible representationsρ∈Γthat appear with positive multiplicityνρ>0 inthe decomposition of the permutation representation,(?)0 is the family of irreduciblerepresentations that do not appear,χρis the character ofρand dρis the dimensionofρ.Furthermore,some properties of the Markov chains ((?)t)t∈[0,∞) are also studied.The obtained results extend those of S.N.Evans([12]).
Keywords/Search Tags:Q-process, conservative, representation theory, character, singular value decomposition, generalised inverse
PDF Full Text Request
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