摘要
设 ( Xt)是有转移函数的马尔可夫过程 ,其中 Xt取值于状态空间 ( Et,Et) ,t≥ 0 .设 ft是 ( Et,Et)到状态空间 ( E′t,E′t)中的可测变换 .本文给出了使 ( ft( Xt) )仍是有转移函数的马尔可夫过程的充分条件 .对于有转移函数的马尔可夫过程族 ,也讨论了类似的问题 .
Let (X t) be a Markov process with transition function, where X t takes values in the state space (E t, E t),t≥0. Let f t be a measurable transformation of (E t, E t) into the state space (E ′ t, E ′ t). In this paper, a sufficient condition is given for the process (f t(X t)) still to be a Markov process with transition function. For Markov families of stochastic processes with transition function, a similar problem is also discussed.
出处
《应用数学》
CSCD
2000年第2期86-89,共4页
Mathematica Applicata
关键词
转移函数
随机过程
马氏过程
状态空间变换
Markov processes
Transformations of the state space
Time dependent functions
