搜索结果: 1-7 共查到“概率论 Markov processes”相关记录7条 . 查询时间(0.069 秒)
Branching Markov processes on fragmentation trees generated from the paintbox process
Branching Markov processes fragmentation trees the paintbox process Probability
2011/9/5
Abstract: A fragmentation of a set $A$ is a graph with vertices labeled by subsets of $A$ which obey a certain parent-child relationship. A random fragmentation tree is a probability distribution on t...
Markov processes and generalized Schroedinger equations
Markov processes Stochastic mechanics Doob transformation
2011/8/26
Abstract: Starting from the forward and backward infinitesimal generators of bilateral, time-homogeneous Markov processes, the self-adjoint Hamiltonians of the generalized Schroedinger equations are f...
The local properties of the Markov processes of Ornstein-Uhlenbeck type
local time Markov process of Ornstein-Uhlenbeck type L´ evy process
2010/12/6
We prove the existence of a local time, the continuity of the local time about t, and the regular property for a.e. x ∈ R of a Ornstein-Uhlenbeck type {Xt, t ∈ R+} driven by a general L´evy proc...
Metastability of reversible finite state Markov processes
Metastability Finite state Markov processes Reversibility
2010/12/9
We prove the metastable behavior of reversible Markov processes on finite state spaces under minimal conditions on the jump rates. To illustrate the result we deduce the metastable behavior of the Isi...
Multi-Resolution Schauder Approach to Multidimensional Gauss-Markov Processes
Gauss-Markov Processes Levy-Ciesielski construction Schauder Basis Hilbert Analysis
2010/11/29
The study of multidimensional stochastic processes involves complex computations in intricate functional spaces. In particular, the diffusion processes, which include the practically important Gauss-M...
Markov processes on the path space of the Gelfand-Tsetlin graph and on its boundary
Markov processes Gelfand-Tsetlin graph boundary
2010/12/3
We construct a four-parameter family of Markov processes on infinite Gelfand-Tsetlin schemes that preserve the class of central (Gibbs) measures. Any process in the family induces a Feller Markov proc...
THE WEIGHTED TRANSIENCE AND RECURRENCE OF MARKOV PROCESSES
$w$-recurrence $w$-transience last exit time right process
2007/12/10
Transience and recurrence are among the most important concepts in Markov processes. In this paper, we study the transience and recurrence for right processes with a given weight function, and charact...