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Multiple Points Excursion Theory of Markov Chains

Author: YangYaFang
Tutor: DaiNing
School: Zhengzhou University
Course: Probability Theory and Mathematical Statistics
Keywords: Markov chain excursion measure Ito’s excursion boundary process Motoo’s theory
CLC: O211.62
Type: Master's thesis
Year: 2011
Downloads: 16
Quote: 0
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Abstract


For Markov chains with finite instanteneous states, it is very difficult to describe their path structures with Ito’s excursion theory, even their equilibrium distributions. Generally, excursion outside instanteneous states are driven by its Q-matrices,and motions in instanteneous states are just Markov chains with finite states. In this paper, we use Ito’s idea and Motoo’s theory to describe path structures of Markov chains with finite instanteneous states, and give their boundary processes.

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CLC: > Mathematical sciences and chemical > Mathematics > Probability Theory and Mathematical Statistics > Theory of probability ( probability theory, probability theory ) > Random process > Markov process
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