Stowarzyszone w czasie procesy Markowa

• Autorzy: Marek Biernacki

Warianty tytułu

Time Associated Markov Processes

• Języki publikacji: PL

Abstrakty

Przedstawiono podstawowe definicje i rezultaty dotyczące monotoniczności i stowarzyszenia oraz omówiono stowarzyszone w czasie procesy Markowa.

EN

The paper examines the Markov processes with finite, partly ordered space of states. Monotone and associated transfer matrices with discrete time have been considered. Then, the characterization of intensivity matrices for monotone Markov processes has been given by means of the intensivity matrices. Finally, the applications of the optimal results to the renewal theory have been suggested. The paper was inspired by the work [9] by H. Lindquist. (original abstract)

Słowa kluczowe

PL

Statystyka matematyczna; Procesy Markowa

EN

Mathematical statistics; Markov process

• Czasopismo: Prace Naukowe Akademii Ekonomicznej we Wrocławiu
• Rocznik: 1992
• Numer: nr 628 Matematyka
• Strony: 43--50

Twórcy

autor

Marek Biernacki

Bibliografia

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• Esary J.D., Proschan F.: Relationships among some notions of bi-variate dependence. Ann. Math. Statist. 1972, 43, 651-655.
• Esary J.D., Proschan F., Walkup D.W.: Association of random variables with applications. Ann. Math. Statist. 1967, 38, 1466-1474.
• Harris T.E.: A correlation inequality for Markov processes in partially ordered state spaces. Ann. Prob. 1977, 5, 451-454
• Kamate T., Krengel U., O'Brien G.C.: Stochastic inequalities on partially ordered spaces. Ann. Prob. 1977, 5, 899-912.
• Keilson J., Kester A.: Monotone matrices and monotone Markov processes. Stoch. Proc. Appl. 1977, 5, 231-241.
• Lindqvist B.H.: Monotone and associated Markov chains with applications to reliability theory. J. Appl. Prob. 1987, 24, 679-695.