李彦, 韩东. 一个可逆马氏过程的协方差与长程相关性分析[J]. 应用概率统计, 2011, 27(4): 359-368.
引用本文: 李彦, 韩东. 一个可逆马氏过程的协方差与长程相关性分析[J]. 应用概率统计, 2011, 27(4): 359-368.
Li Yan, Han Dong. The Covariance and Long Term Correlation of a Reversible Markov Process[J]. Chinese Journal of Applied Probability and Statistics, 2011, 27(4): 359-368.
Citation: Li Yan, Han Dong. The Covariance and Long Term Correlation of a Reversible Markov Process[J]. Chinese Journal of Applied Probability and Statistics, 2011, 27(4): 359-368.

一个可逆马氏过程的协方差与长程相关性分析

The Covariance and Long Term Correlation of a Reversible Markov Process

  • 摘要: 本文对一个存在聚合与断裂反应的马氏过程进行了研究, 分析了三种状态(下临界状态、临界状态、上临界状态)下系统中的不同大小的分子之间的协方差, 并证明了只有在临界状态下系统中存在长程相关性.

     

    Abstract: A reversible Markov process which permits coagulation and fragmentation reactions is considered. We analyze the covariance of small, medium and large molecules in three distinct stages (subcritical, critical and supercritical stages) of polymerization and prove that long term correlation only exists in the critical stage.

     

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