题名 | Markov branching processes with killing and resurrection |
作者 | |
通讯作者 | Chen AnYue |
发表日期 | 2016-03
|
DOI | |
发表期刊 | |
ISSN | 1674-7283
|
EISSN | 1869-1862
|
卷号 | 59期号:3页码:573-588 |
摘要 | In this paper, we consider Markov branching processes with killing and resurrection. We first show that the Markov branching process with killing and stable resurrection is just the Feller minimum process which is honest and thus unique. We then further show that this honest Feller minimum process is not only positive recurrent but also strongly ergodic. The generating function of the important stationary distribution is explicitly expressed. For the interest of comparison and completeness, the results of the Markov branching processes with killing and instantaneous resurrection are also briefly stated. A new result regarding strong ergodicity of this difficult case is presented. The birth and death process with killing and resurrection together with another example is also analyzed. |
关键词 | |
相关链接 | [来源记录] |
收录类别 | |
语种 | 英语
|
学校署名 | 第一
; 通讯
|
资助项目 | Xiangtan University New Staff Research Start-up Grant[08QDZ27]
|
WOS研究方向 | Mathematics
|
WOS类目 | Mathematics, Applied
; Mathematics
|
WOS记录号 | WOS:000369948900012
|
出版者 | |
来源库 | Web of Science
|
引用统计 |
被引频次[WOS]:1
|
成果类型 | 期刊论文 |
条目标识符 | http://sustech.caswiz.com/handle/2SGJ60CL/29724 |
专题 | 理学院_数学系 商学院_金融系 金融数学与金融工程系 |
作者单位 | 1.South Univ Sci & Technol China, Dept Financial Math & Financial Engn, Shenzhen 518055, Peoples R China 2.Univ Liverpool, Dept Math Sci, Liverpool L69 7ZL, Merseyside, England 3.Univ Hong Kong, Dept Stat & Actuarial Sci, Hong Kong, Hong Kong, Peoples R China 4.Xiangtan Univ, Sch Math & Computat Sci, Xiangtan 411105, Peoples R China |
第一作者单位 | 数学系; 金融数学与金融工程系; 金融系 |
通讯作者单位 | 数学系; 金融数学与金融工程系; 金融系 |
第一作者的第一单位 | 数学系; 金融数学与金融工程系; 金融系 |
推荐引用方式 GB/T 7714 |
Chen AnYue,Lu Ying,Ng KaiWang,et al. Markov branching processes with killing and resurrection[J]. Science China-Mathematics,2016,59(3):573-588.
|
APA |
Chen AnYue,Lu Ying,Ng KaiWang,&Zhang HanJun.(2016).Markov branching processes with killing and resurrection.Science China-Mathematics,59(3),573-588.
|
MLA |
Chen AnYue,et al."Markov branching processes with killing and resurrection".Science China-Mathematics 59.3(2016):573-588.
|
条目包含的文件 | ||||||
文件名称/大小 | 文献类型 | 版本类型 | 开放类型 | 使用许可 | 操作 | |
Chen2016_Article_Mar(236KB) | -- | -- | 限制开放 | -- |
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