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A Problem about Invariant Measure in Markov Processes(PDF)

《南京理工大学学报》(自然科学版)[ISSN:1005-9830/CN:32-1397/N]

Issue:
2001年03期
Page:
299-302
Research Field:
Publishing date:

Info

Title:
A Problem about Invariant Measure in Markov Processes
Author(s):
ZhangZhengjun WuHuizhong
Department of Computer Science and Technology,NUST,Nanjing 210094
Keywords:
Markov chains invariant measure Laplace transform
PACS:
O211.62
DOI:
-
Abstract:
In researching recurrent Qprocess and ergodic Qprocess for Markov processes, studying the invariant measure is very important for Markov chains. In this paper, utilizing the uninterrupt decomposit ion theorem, we obtain the general formulat ion of the invariant measure for ergodic Qprocess, and obtain the general formulation of invariant measure about a class of quasi Q- mat rix with single instantaneous state. Based on the result s, w e construct a Kolomogorov matrix and solve the open problem proposed by professor D. Williams, namely, the existence of Qprocess w ith a given invariant measure.

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Last Update: 2013-03-25