半马尔可夫过程的极限分布及其推广

The Limit Distribution of Semi-Markov Processes and Its Generalization

  • 摘要: 本文运用马尔可夫骨架过程的极限理论研究齐次可列半马尔可夫过程, 得到其极限分布. 当更新间隔的分布不是格子分布时, 本文的结果和邓永录等的结果一致, 但采用的方法不同, 本文采用的是马尔可夫骨架过程的理论方法, 而中采用的是交替更新过程的方法; 而且关于更新间隔服从格子分布的情形,没有研究, 而本文给出了结果. 最后, 将齐次可列半马尔可夫过程的极限理论进行推广, 并通过一个例子给以说明.

     

    Abstract: By using limit distribution of Markov skeleton processes, the article studies homogeneous denumerable semi-Markov processes and obtains their limit distribution. When the distribution of renewal interval is non-lattice, the result obtained in this paper is consistent with that in ,but the approaches this article used are Markov skeleton processes approaches which differ from .Furthermore, when the distribution of renewal interval is lattice, this paper gives the result, whereas didn't study this case. Finally, this article generalizes the limit distribution of homogeneous denumerable semi-Markov processes, and illustrates the result through one example.

     

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