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, E(t)和A(t)是不相交事件,分别以J1(t),J2(t),Jε(t)记E(t),A(t),E(t)∪A(t),以J(t,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(J(t1,L1)…J(ti-1,Li-1)E(ti)...J(ti+1,Li+1)…J(t i+g,Li+g)=P(J(t1,L1)…J(ti-1,Li-1)E(ti))P(J(ti+1一ti,Li+1)…J(ti+g一ti,Li+g),则称(E(t),A(t):t>0是ε再生现象,(p(t),a(t))是对应的p-a对,其中p(t)=P(E(t)),a(t)=P(A(t))设\lim _t \rightarrow 0 p(t)=1 则(p(t),a(t))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,x∈B,使p(t)=Pt,(x,x),a(t=Pt(x,B);当且仅当a(t)连续,p(t)是p函数(设有典型测度μ)1,存在可测函数g(s)满足0≤g(s)≤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, E(t)andA(t)are disjoint events. Let J1(t),J2(t)andJε(t)denote E(t),A(t) and E(t)∪A(t).respectively LetJ(t,L)denote\bigcup_l \in L J_l(t),whereL∈ 1, 2, 3. If for any 00<t1﹤…<ti+g, we have P(J(t1,L1)…J(ti-1,Li-1)E(ti)...J(ti+1,Li+1)…J(t i+g,Li+g)=P(J(t1,L1)…J(ti-1,Li-1)E(ti))P(J(ti+1一ti,Li+1)…J(ti+g一ti,Li+g),then(E(t),A(t):t>0will be called ε-regenerative phenomenon and (p(t),a(t)) the correspondingp-a pair, wherep(t)=P(E(t)),a(t)=P(A(t)) Let \lim _t \rightarrow 0 p(t)=1. Then (p(t),a(t)) is a p-apair if and only if there are Markovtransition functions Pt(·,·), standard state x, measurable set B, x∈B, such thatp(t)=Pt,(x,x),a(t=Pt(x,B); if and only if a(t) is continuous, p(t) is a p-function (with canonical measure μ)1, and there is a measurable function g(s) such that 0≤g(s)≤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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