G-NHMS 中的弱对偶性

IF 1 4区 数学 Q3 STATISTICS & PROBABILITY
P.-C.G. Vassiliou
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引用次数: 0

摘要

在本文中,我们将给出一般非均质马尔可夫系统(G-NHMS)这一新概念的定义,并建立非均质马尔可夫系统在不同状态下的预期人口结构。这些结果将成为后续新概念和基本定理的基础。然后,我们将建立 t 时刻初始成员数的所有可能预期相对分布集合,以及 t 时刻扩展成员数的所有可能预期相对分布集合。接下来,我们将给出 G-NHMS 中的弱遍历性和具有几何收敛率的弱遍历性的新定义。然后,我们证明了定理 4,它是 G-NHMS 理论的新基石。我们还在种群的相对膨胀在无穷大时消失的假设下证明了一个类似的定理。然后,我们继续研究当输入策略由每个时间间隔的独立非均质泊松变量组成时,G-NHMS 的渐近行为(left( t-1,t\right] \)。定理 7 证明,它表现出一种弱遍历性行为,即每一步都收敛于一个稳定矩阵的行。与前人的结果不同,这一行与初始分布和渐进输入策略无关。因此,它概括了前人的结果。最后,我们以一个具有三种状态的人力系统为例,用数值来说明我们的结果。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Weak Ergodicity in G-NHMS

In the present we provide the definition of the new concept of the General Non-Homogeneous Markov System (G-NHMS) and establish the expected population structure of a NHMS in the various states. These results will be the basis to build on the new concepts and the basic theorems of what follows.We then establish the set of all possible expected relative distributions of the initial number of memberships at time t and all possible expected relative distributions of the expansion memberships at time t. We call this set the general expected relative population structure in the states of a G-NHMS. We then proceed by providing the new definitions of weak ergodicity in a G-NHMS and weak ergodicity with a geometrical rate of convergence. We then prove the Theorem 4 which is a new building block in the theory of G-NHMS. We also prove a similar theorem under the assumption that relative expansion of the population vanishes at infinity.We then provide a generalization of the coupling theorem for populations. We proceed then to study the asymptotic behavior of a G-NHMS when the input policy consists of independent non-homogeneous Poisson variates for each time interval \(\left( t-1,t\right] \). It is founded in Theorem 7 that it displays a kind of weak ergodicity behavior, that is, it converges at each step to the row of a stable matrix. This row is independent of the initial distribution and of the asymptotic input policy unlike the results in previous works. Hence it generalizes the result in that works. Finally we illustrate our results numerically for a manpower system with three states.

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来源期刊
CiteScore
1.70
自引率
0.00%
发文量
58
审稿时长
6-12 weeks
期刊介绍: Methodology and Computing in Applied Probability will publish high quality research and review articles in the areas of applied probability that emphasize methodology and computing. Of special interest are articles in important areas of applications that include detailed case studies. Applied probability is a broad research area that is of interest to many scientists in diverse disciplines including: anthropology, biology, communication theory, economics, epidemiology, finance, linguistics, meteorology, operations research, psychology, quality control, reliability theory, sociology and statistics. The following alphabetical listing of topics of interest to the journal is not intended to be exclusive but to demonstrate the editorial policy of attracting papers which represent a broad range of interests: -Algorithms- Approximations- Asymptotic Approximations & Expansions- Combinatorial & Geometric Probability- Communication Networks- Extreme Value Theory- Finance- Image Analysis- Inequalities- Information Theory- Mathematical Physics- Molecular Biology- Monte Carlo Methods- Order Statistics- Queuing Theory- Reliability Theory- Stochastic Processes
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