论文标题
关于时间均匀的马尔可夫过程的分布演变的功能
On Function of Evolution of Distribution for Time Homogeneous Markov Processes
论文作者
论文摘要
提供了具有特殊特性和非原子初始分布的时间均匀，实际有价值的马尔可夫过程的研究。引入了分布演变函数的新概念，该函数决定了过程的一个维分布之间的依赖性。这与确定向后结构的桥梁操作员的概念，与通常的半组操作员确定的正向结构相反，它铺平了一种方法，可以采用新方法来处理马尔可夫流程的有限维分布。特别是，这会产生明确的公式，从而有效地简化了有限维分布的计算，从而根据使用过渡密度的链条规则根据计算来替代标准方法。提供了各种说明新方法的例子。
A study of time homogeneous, real valued Markov processes with a special property and a non-atomic initial distribution is provided. The new notion of a function of evolution of distribution which determines the dependency between one dimensional distributions of a process is introduced. This, along with the notion of bridge operators which determine the backward structure, as opposed to the forward structure determined by the usual semi-group operators, paves a way to the new approach for dealing with finite-dimensional distributions of Markov processes. This, in particular, produces explicit formulas which effectively simplify the computations of finite-dimensional distributions, giving an alternative to the standard approach based on computations using the chain rule of transition densities. Various examples illustrating the new approach are presented.
