半马尔可夫动力学随机流的合并问题
概率论
2022-10-20 v3 动力系统
摘要
给定一个半马尔可夫律，借助一个附加参数，我们考虑对应于该律的一族随机流。随后我们适当地选取其中特定的一个流，对其得到一对半马尔可夫过程(满足同一方程但具有两个不同初值)的相遇与合并概率的表达式。并给出了一组充分条件，在此条件下该流的任意两个解最终以概率一合并。
引用
@article{arxiv.2201.05859,
title = {On Merging of Stochastic Flow of Semi-Markov Dynamics},
author = {Anindya Goswami and Ravishankar Kapildev Yadav},
journal= {arXiv preprint arXiv:2201.05859},
year = {2022}
}
备注
An additional researcher has extended a part of the work presented in the earlier version. So, there are more authors than before. Also, now the length of the work is too long to be a single paper. So, we split the work into two articles. The extension part appears as a separate paper in arxiv.2207.06132. The present version consists of the rest