非对称马氏过程上穿估计和胎紧性

数学物理学报

非对称马氏过程上穿估计和胎紧性

蒋义文

军事经济学院武汉 430035

收稿日期:2005-06-08 修回日期:2006-08-03 出版日期:2007-10-25 发布日期:2007-10-25
通讯作者: 蒋义文
基金资助:
国家自然科学基金(10271-01)资助

Cross-estimate and Tightness for Non-symmetric Markov Processes

Jiang Yiwen

Department Mathematics, Military Economics Academy, Wuhan 430035

Received:2005-06-08 Revised:2006-08-03 Online:2007-10-25 Published:2007-10-25
Contact: Jiang Yiwen

摘要/Abstract

摘要： 应用马尔可夫过程向前向后鞅分解方法, 将Lyons-Zheng的平均上穿次数估计由对称马尔可夫过程情形推广到非对称情形, 由此得到Meyer-Zheng拓朴的紧性判别准则,并用一个具体例子说明如何估计关键的上穿次数.

关键词: 向前向后鞅分解, 拟对称, 上穿估计, 胎紧性

Abstract: The author extends the cross-estimate of Lyons-Zheng Markov processes from the symmetric case to the general stationary situation. The main tool is the forward-backward martingale decomposition. As a corollary the author obtains a tightness result for laws of Markov processes. Finally the author gives an example to show how to obtain the crucial cross-estimate.

Key words: Forward-backward martingale decomposition, Cross-estimate, Quasi-symmetric, Tightness

中图分类号:

60F05

蒋义文. 非对称马氏过程上穿估计和胎紧性[J]. 数学物理学报, 2007, 27(5): 923-930.

Jiang Yiwen. Cross-estimate and Tightness for Non-symmetric Markov Processes[J]. Acta mathematica scientia,Series A, 2007, 27(5): 923-930.