markovian process meaning in Chinese
马尔可夫过程:一种随机过程,亦称无后效过程
亦称无后效过程
Examples
- We get the probability distribution of the population by the theory and method of markovian process , and discuss the model coefficients influencing on subsistence of a population
利用马尔可夫过程的理论和方法,得到生物种群数量变化的概率分布,最后讨论了各模型参数的变化对生物种群生存的影响。 - In chapter 1 , we briefly reviewed the risk theory and its development . and the significance about this paper was expressed . in chapter 2 , we introduced classical risk model . in which , making this risk process into a strong markovian process is the preparation of deriving the main results . chapter 3 is the main body of the paper , we derived the results about general ruin probability in a kind of continuous time risk model with deficit - time geometry distribution of claim inter - occurrence time . the martingale approach is a good procedure to get the expression of ruin probability about a class of continuous time risk models with deficit - time geometry distribution of claim inter - occurrence time . we also take advantage of change of measure idea from it
第二章介绍了经典风险模型,其中用逐段决定马尔可夫过程理论及补充变量技巧,使一类风险模型的盈余过程成为齐次强马尔可夫过程。第三章作为本文的主体部分,在索赔到达间隔服从亏时几何分布的连续时间风险模型中,索赔额分布为一般分布,它的破产概率可以利用pdmp中的广义生成算子得出鞅,通过调节系数的选择以及在相应测度下的测度变换,使得破产概率的一般解可以表示出来。