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The Construction Of Uni-lateral Birth And Death Process

Posted on:2009-05-02Degree:MasterType:Thesis
Country:ChinaCandidate:L HeFull Text:PDF
GTID:2190360302975919Subject:Applied Mathematics
Abstract/Summary:PDF Full Text Request
The construction of birth and death is a very important research field in the construction of Markov processes. Aimed at uni-lateral birth and death Q-martrix,this paper firstly discusses its numerical characteristics. Secondly,by discussing R-K compaetifieation and giving results of backward equations, this paper presents the probability characteristics of minimal processes. Especially, the diseusstion about R-K compaetifieation is key point of this paper. Finally,with help of calculating and probability intuitional, the paper gives all the construction of uni-lateral birth and death processes.
Keywords/Search Tags:Uni-lateral birth and death process, Markov chains, Q-Martrix, Excursion measure, Boundry process, Ray-Knight compaetifieation
PDF Full Text Request
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