有限流出时Q过程的构造
CONSTRUCTION OF Q-PROCESSES IN FINITE EXIT BOUNDARY POINTS
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摘要: 当密度矩阵Q的流出边界由有限个点(每个非保守状态对应一个边界点)组成时,本文给出全部Q过程的一个新公式(定理1),这个公式不需要对Q附加简化假定,引进的独立参数有明确的概率意义,由此公式容易得出满足Kolmogorov向前或向后方程组的全部Q过程(定理2,3,4)。特别,如果Q是保守的,本文纠正了Williams文章中的一个错误,由于这一疏忽,该文的构造定理只给出全部不中断Q过程。Abstract: Without other addional hypothesis a new formula for all Q-processes is given when the exit boundary of density matrix Q consists of finite points (a non-conservative state corresponding to an exit boundary point ), (theorem 1 ) . This formula is simple and the independent parameters in it have clear probability meaning. It is convenient to get all the solutions of Kalmogorov's forward and backward equations ( theorem 2,3,4). Especially, the formula obtained by the author improves Williams' result when Q is conservative. In the meantime an error in "On the construction problem for Markov chains" is corrected. Because of this error,the formula in the paper does not show all Q-proeesses.
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