Markov Processes with Homogeneous Second Component. I
Markov Processes with Homogeneous Second Component. I
复制标题
具有齐次第二分量的马尔可夫过程。
DOI：
10.1137/1114001
复制
发表时间：
1969
影响因子：
0.6
通讯作者：
A. Skorokhod
中科院分区：
文献类型：
--
作者：
I. I. Ezhov;A. Skorokhod
本论文由两部分组成。在第一部分中，给出了标题中命名的进程的定义，并研究了它们的一般结构。在将发表在同一期刊上的第二部分中，考虑了具有齐次第二分量的某些具体过程；对于这些过程，解决了跨越预定水平的通过时间问题以及其他类似的问题。本文使用了EB Denkin著作[1]、2]中的记号、术语和许多事实。我们不应该总是在这些书中提到适当的地方。这指的是那些在随机过程理论的论文中已经成为普遍使用的定义、断言和符号。
The presentpaper consists of two parts. In the first part, the definition of the processes named in the title is given and their general structure is studied. In the second part which will be published in the same journal, certain specific processes are considered with homogeneous second com-ponent; for these processes the problem of the passage time across a pre-scribed level is solved as well as other analogous problems. Notations, terminology and many facts from EB Dynkin’s books [1], 2], are used in the paper. We shall not always give references to the appropriate places in these books. This refers to those definitions, assertions, and notations which have already become general usage in papers on the theory of random processes.