应用数学学报
應用數學學報
응용수학학보
ACTA MATHEMATICAE APPLICATAE SINICA
2010年
2期
290-296
,共7页
尔可夫骨架过程%极限分布%基本更新定理%Smith关键更新定理
爾可伕骨架過程%極限分佈%基本更新定理%Smith關鍵更新定理
이가부골가과정%겁한분포%기본경신정리%Smith관건경신정리
Markov skeleton process%limit distribution%fundamental renewal theorem%Smith key renewal theorem
本文运用基本更新定理和Smith关键更新定理等理论和方法,对马尔可夫骨架过程的极限分布进行深入研究,得到主要结果如下:去掉了原有结果中要求的绝对连续的条件,给出了马尔可夫骨架过程极限分布存在的充分条件;得到了马尔可夫骨架过程极限分布的具体公式,并证明了该极限分布为概率分布.
本文運用基本更新定理和Smith關鍵更新定理等理論和方法,對馬爾可伕骨架過程的極限分佈進行深入研究,得到主要結果如下:去掉瞭原有結果中要求的絕對連續的條件,給齣瞭馬爾可伕骨架過程極限分佈存在的充分條件;得到瞭馬爾可伕骨架過程極限分佈的具體公式,併證明瞭該極限分佈為概率分佈.
본문운용기본경신정리화Smith관건경신정리등이론화방법,대마이가부골가과정적겁한분포진행심입연구,득도주요결과여하:거도료원유결과중요구적절대련속적조건,급출료마이가부골가과정겁한분포존재적충분조건;득도료마이가부골가과정겁한분포적구체공식,병증명료해겁한분포위개솔분포.
This paper devotes to deeply study limit distribution of Markov skeleton processes through applying the theories and methods of fundamental renewal theorem and Smith key renewal theorem. Some main results are obtained as following: the author removes the original requirement of absolutely continuous condition and gives sufficient conditions for the existence of limit distribution; the author gives the concrete formula of limit distribution, and proves the limit distribution is a probability distribution.