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两类生灭过程预解式的概率法构造
供稿: 薛玲霞;郭军成;姚浩伟 时间: 2019-04-16 次数:

作者:薛玲霞;郭军成;姚浩伟

作者单位:河南省中原教育大数据研究院郑州旅游职业学院河南地矿职业学院郑州轻工业学院

摘要:利用边界过程的R-K(Ray-Knight)紧化和游程测度给出两类生灭过程预解式的全新构造。首先论述了边界点在R-K紧化理论下的不同分类;其次证明了生灭极小过程在边界点为自然和流出情况下,Kolmogorov方程只存在平凡解,在边界为流入和正则情况下,存在非平凡解;最后通过引入边界过程和游程理论给出边界点在流出和正则两类情况下生灭过程预解式的构造。克服了"分析法"概率意义不明确和传统"概率法"结构复杂的缺陷。

基金:河南省自然科学基金资助项目(182300410290);河南省高等学校青年骨干教师资助项目(2015GGJS-296);

关键词:生灭过程;Kolmogorov向后方程;R-K紧化;预解式;

DOI:10.16186/j.cnki.1673-9787.2019.3.24

分类号:O211.62

Abstract:A new structure of the resolvent of two kinds of birth and death processes was given by using RayKnight compactness and run-length measure in boundary processes. Firstly, the different classification of boundary points under R-K compaction theory was discussed. Secondly, it was proved that there exist only trivial solutions for the Kolmogorov equation when the boundary point is natural and outflow, and nontrivial solutions exist in the case of inflow and regularity. At last, the probabilistic construction of the resolvent of the two kinds of birth-death process of boundary points in the case of outflow and regularity was given by introducing the boundary process and the run-length theory. The defects of uncertain probability meaning of analytical method and complex structure of traditional probability method were overcome.

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