王婧, 张余辉. 单死过程的向下积分型泛函[J]. 应用概率统计, 2020, 36(4): 393-414. DOI: 10.3969/j.issn.1001-4268.2020.04.006
引用本文: 王婧, 张余辉. 单死过程的向下积分型泛函[J]. 应用概率统计, 2020, 36(4): 393-414. DOI: 10.3969/j.issn.1001-4268.2020.04.006
WANG Jing, ZHANG Yuhui. Integral-Type Functionals Downward of Single Death Processes[J]. Chinese Journal of Applied Probability and Statistics, 2020, 36(4): 393-414. DOI: 10.3969/j.issn.1001-4268.2020.04.006
Citation: WANG Jing, ZHANG Yuhui. Integral-Type Functionals Downward of Single Death Processes[J]. Chinese Journal of Applied Probability and Statistics, 2020, 36(4): 393-414. DOI: 10.3969/j.issn.1001-4268.2020.04.006

单死过程的向下积分型泛函

Integral-Type Functionals Downward of Single Death Processes

  • 摘要: 本文对有限状态空间上单死过程,研究其向下积分型泛函的分布之Laplace变换和矩以及停留时间的分布.应用这些结果, 给出可数状态空间上单死过程首中时高阶矩显式表示的一个新证明,同时, 得到了强遍历收敛速率的上下界估计.

     

    Abstract: In this paper we consider the integral-typefunctional downward of single death processes in the finite state space, including the Laplace transformation of its distribution and its polynomial moments as well as the distribution of staying times. As applications, a new proof for the recursive and explicit representation of high order moments of the first hitting times in the denumerable state space is presented; meanwhile, the estimates on the lower bound and the upper one of convergence rate in strong ergodicity are obtained.

     

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