评 W.J. Anderson 所著《连续时间马尔可夫链》一书
概率论
2015-01-22 v3
摘要
W. J. Anderson 所著的《连续时间马尔可夫链》一书汇集了过去三十年发展的大部分成果。它现在是该领域或相关领域研究人员的一本流行参考文献。遗憾的是，由于对逼近方法的误解，书中的若干结果被错误地陈述或证明。由于这些结果与本文作者的工作相关，作者有责任纠正这些错误以避免进一步的混淆。我们强调这些逼近方法，因为它们在许多情形下都是有用的。
引用
@article{arxiv.1412.5856,
title = {A Comment on the Book "Continuous-Time Markov Chains" by W.J. Anderson},
author = {Mu-Fa Chen},
journal= {arXiv preprint arXiv:1412.5856},
year = {2015}
}
备注
In the past twenty years or more, we have seen several times that some results from the book under review are either incorrectly used or cited. The uploaded older paper may be helpful to classify some confusions. Two footnotes are newly added