具有瞬时态的可数马尔可夫过程的存在唯一性

Pub Date : 2023-11-18 DOI:10.1007/s10959-023-01299-w

Xiaohan Wu, Anyue Chen, Junping Li

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引用次数: 0

摘要

本文基于Chen最近提出的可解分解定理(J thetheorprobab 33:2089-2118, 2020)，重点研究具有有限多瞬时态的可数马尔可夫过程的存在性和唯一性准则的基本问题。对于这个研究较少的题目，得到了一些优美的充要条件。给出了包括广义Kolmogorov模型在内的几个重要例子来说明我们的一般结果。

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Existence and Uniqueness of Denumerable Markov Processes with Instantaneous States

Based on the resolvent decomposition theorems presented very recently by Chen (J Theor Probab 33:2089–2118, 2020), in this paper we focus on investigating the fundamental problems of existence and uniqueness criteria for Denumerable Markov Processes with finitely many instantaneous states. Some elegant sufficient and necessary conditions are obtained for this less-investigated topic. A few important examples including the generalized Kolmogorov models are presented to illustrate our general results.

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