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arXiv 1004.4407math.PRmath.CAmath.SP
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生灭过程的稳定速度

Speed of stability for birth--death processes

Mu-Fa Chen

摘要:

本文是马氏过程稳定速度研究的继续。它将以往对遍历收敛速度的研究扩展到非遍历收敛速度,甚至允许过程是爆炸的或具有一般的杀戮。在开始阶段,本文主要研究生灭过程。根据边界的分类,有四个案件加上一个具有一般性杀人。在每种情况下,给出了收敛速度的对偶变分公式,并由此导出了收敛速度为正的判据和估计收敛速度的近似方法。作为近似的第一步,所得边界的比率通常不超过2。还提出了更一般类型的稳定性的准则和基本估计。虽然本文主要对非遍历情形作出了贡献,但对遍历情形也作了一些改进。为了说明的权力的结果,大量的例子。

英文摘要:

This paper is a continuation of the study on the stability speed for Markov processes. It extends the previous study of the ergodic convergence speed to the non-ergodic one, in which the processes are even allowed to be explosive or having general killings. At the beginning stage, this paper is concentrated on the birth-death processes. According to the classification of the boundaries, there are four cases plus one having general killings. In each case, some dual variational formulas for the convergence rate are presented, from which the criterion for the positivity of the rate and an approximating procedure of estimating the rate are deduced. As the first step of the approximation, the ratio of the resulting bounds is usually no more than 2. The criteria as well as basic estimates for more general types of stability are also presented. Even though the paper contributes mainly to the non-ergodic case, there are some improvements in the ergodic one. To illustrate the power of the results, a large number of examples are included.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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