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单流生灭过程和环流量
The Single-Circulation Birth and Death Processes and their Circulation Values
【摘要】 <正> 本文考虑定义在完备概率空间(Ω、(?),P)上的生灭过程x(t,ω),t≥0,ω∈Ω,其相空间为E=0,1,2,…,转移概率矩阵(Pij(t))(i,j∈E,t≥0)是标准的,并且其Q矩阵是
【Abstract】 An investigation has been made on the single-circulation birth and death proc-esses which are stationary and with constant probability currents called the circul-ations of the processes.The general formulae of the stationary probabitily distribution functions and the circulations of the processes are obtained here. It is found that when the bound-ary x∞ is exit, there will be one and only one single-circulation birth and death process which has a circulation value exactly equal to the reciprocal of R. When the boundary x∞ is extrance, there will be also one and only one such process which has a circulation value exactly equal to the reciprocal of S (if Q is non-conservative) or zero (if Q is conservation).It is also proved that for a non-conservative birth and death matrix, all non-terminating processes are ergodic and recurrent.
- 【文献出处】 北京大学学报(自然科学版) ,Acta Scicentiarum Naturalum Universitis Pekinesis , 编辑部邮箱 ,1981年01期
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