ε再生现象,p-a对与Markov转移概率

ε-REGENERATIVE PHENOMENA, p-α PAIRS AND MARKOV TRANSITION PROBABILITIES

  • 摘要: 设对每一正t, Et)和At)是不相交事件,分别以J1t),J2t),Jεt)记Et),At),Et)∪At),以Jt,L)记\bigcup_l \in L J_l(t),其中L∈1,2,3。如果对任意的0<t1﹤…<ti+g,都有P(Jt1,L1)…J(ti-1,Li-1)Eti)...J(ti+1,Li+1)…J(t i+g,Li+g)=P(Jt1,L1)…J(ti-1,Li-1)Eti))P(J(ti+1ti,Li+1)…J(ti+gti,Li+g),则称(Et),At):t>0是ε再生现象,(pt),at))是对应的p-a对,其中pt)=P(Et)),at)=P(At))设\lim _t \rightarrow 0 p(t)=1 则(pt),at))是p-a对当且仅当存在Markov转移函数Pt(·,·),标准状态x,可测集B,xB,使pt)=Pt,(x,x),at=Ptx,B);当且仅当at)连续,pt)是p函数(设有典型测度μ1,存在可测函数gs)满足0≤gs)≤μ(s,∞和a(t)=\int_0^t p(t-s) g(s) d s.p-a对的积和极限仍为p-a对.给出p-a对为有限可分解和为不可分解的充分条件。

     

    Abstract: Suppose that for each positive numbert, Et)andAt)are disjoint events. Let J1t),J2t)andJεt)denote Et),At) and Et)∪At).respectively LetJt,L)denote\bigcup_l \in L J_l(t),whereL∈ 1, 2, 3. If for any 00<t1﹤…<ti+g, we have P(Jt1,L1)…J(ti-1,Li-1)Eti)...J(ti+1,Li+1)…J(t i+g,Li+g)=P(Jt1,L1)…J(ti-1,Li-1)Eti))P(J(ti+1ti,Li+1)…J(ti+gti,Li+g),then(Et),At):t>0will be called ε-regenerative phenomenon and (pt),at)) the correspondingp-a pair, wherept)=P(Et)),at)=P(At)) Let \lim _t \rightarrow 0 p(t)=1. Then (pt),at)) is a p-apair if and only if there are Markovtransition functions Pt(·,·), standard state x, measurable set B, xB, such thatpt)=Pt,(x,x),at=Ptx,B); if and only if at) is continuous, pt) is a p-function (with canonical measure μ)1, and there is a measurable function gs) such that 0≤gs)≤μ(s, ∞ and a(t)=\int_0^t p(t-s) g(s) d s. The limits and products of p-a pairs are also p-a pairs. Some conditions for a p-a pair to be finite decomposable and to be indecompo-sable are given.

     

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