不可逆平稳<i>Q</i>过程的轨道分解

不可逆平稳Q过程的轨道分解

摘要: 本文利用Q过程之间的R-N导数和Girsanov变换,对不可逆平稳Q过程的轨道空间进行分解,将维持细致平衡和环流平衡的轨道按概率意义分离出来,分别在各自的轨道空间上构造概率测度P_d,P_R^(k),使它们相互正交,并且原Q过程在这些概率测度和相应轨道空间上成为可逆平稳Q过程和单环流的平稳Q过程。

Abstract: In this paper, by using the Radon-Nikodym derivation and the Girsanov transformation between Q processes¹, we have decomposed the path space of a non-reversible stationary Q process into two parts such that one of which keeps the reversible stationary stream of the process and the other keeps the cyclic stationary stream of the process.