平衡测度与末离分布

EQUILIBRIUM AND LAST-EXIT DISTRIBUTION

  • 摘要: 本文在分析条件下(文献3),对平衡位势和末离分布的性质进行了讨论,证明了半马尔可夫末离分布L的不变测度的存在性和唯一性,得到了L的不变测度与平衡测度的关系.我们用的是一种构造的方法,具有很好的概率意义和实际背景.最后给出了满足前提条件的几个结果和一个遍历性定理.

     

    Abstract: The last-exit distribution L for a compact K in potential theory is generally submarkovian. In this paper, the uniqueness and the existence of an invariant measure of L as denoted are proved under Ohung’s analytical conditions (See 3). The relation between the invariant measure and the equilibrium measure is established. An ergodic theorem which-inoludes Birkhoff’s theorem as a special case is found out.

     

/

返回文章
返回