广义Kolmogorov矩阵的定性理论

QALIATIVE THEORY OF GENERALIZED KOLMOGOROV MATRIX

  • 摘要: 本文讨论形如Q=\left(\beginarraycccc-\infty & b_1 & b_2 & \cdots \\ f_1 & -q_1 & & \\ f_2 & & -q_2 & \\ : & & & \ddots\endarray\right)的拟Q-矩阵,其中0≤qi,bi,fi<∞,qifi,(iI).称为广义Kolmogorov矩阵.本文给出了它的h-类Q过程的存在性,唯一性准则.由此立得广义Kolmogorov矩阵为Q-矩阵及诚实Q-矩阵的充要条件.这推广了2—7的主要结果。

     

    Abstract: Let Q=\left(\beginarraycccc-\infty & b_1 & b_2 & \cdots \\ f_1 & -q_1 & & \\ f_2 & & -q_2 & \\ : & & & \ddots\endarray\right),where 0≤qi,bi,fi<∞,qifi,(iI), Such matrix Qis calleda generalized Kolmogorov matrix. Corresponding to this matrix, the criteria for the existence or uniqueness of Q-processes are given. By using it, some necessary and sufficient conditions for Q to be a Q-matrix or an honest Q-matrix are given respectively. These results improve those obtained in 2-7.

     

/

返回文章
返回