一些简单约束马尔可夫过程的平均

IF 0.4 4区数学 Q4 STATISTICS & PROBABILITY

Probability and Mathematical Statistics-Poland Pub Date : 2016-06-24 DOI:10.19195/0208-4147.39.1.10

A. Genadot

引用次数: 6

摘要

研究了一类具有快速动态的分段确定性马尔可夫过程。采用“惩罚法”，得到底层动态无限加速时的平均结果。充分描述了平均过程的特征，它仍然是一个分段确定性马尔可夫过程。

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Averaging for some simple constrained Markov processes

In this paper, a class of piecewise deterministic Markov processes with underlying fast dynamic is studied. By using a “penalty method”, an averaging result is obtained when the underlying dynamic is infinitely accelerated. The features of the averaged process, which is still a piecewise deterministic Markov process, are fully described.

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来源期刊

Probability and Mathematical Statistics-Poland STATISTICS & PROBABILITY-

CiteScore

0.70

自引率

0.00%

发文量

审稿时长

>12 weeks

期刊介绍： PROBABILITY AND MATHEMATICAL STATISTICS is published by the Kazimierz Urbanik Center for Probability and Mathematical Statistics, and is sponsored jointly by the Faculty of Mathematics and Computer Science of University of Wrocław and the Faculty of Pure and Applied Mathematics of Wrocław University of Science and Technology. The purpose of the journal is to publish original contributions to the theory of probability and mathematical statistics.