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The Generalized Birth-death Catastrophes Process And Its Corresponding Markov Integrater Semigroup

Posted on:2010-07-12Degree:MasterType:Thesis
Country:ChinaCandidate:H LiuFull Text:PDF
GTID:2120360275451955Subject:Applied Mathematics
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In the study of theories of Markov processes,mathematicians have got a series of perfect and universal conclusions.In this paper, we mainly apply some of these conclusions to a specific q-matrix-the generalized birth-death catastrophes matrix Q. By using the theory of semigroups of linear operators, firstly, we discuss the generalized birthdeath catastrophes matrix Q and some properties of its transition function F(t) .especially,the property of the generalized birth-death catastrophes matrix in l∞. Secondly, we prove that the operators Ql∞ derived from the generalized birth-death catastrophesmatrix Q generates Q-integrater semigroup on l∞, and the operators Qol1- derived from the generalized birth-death catastrophes matrix Q generates a once positive contraction integrated semigroup on l1, then discuss some properties of Q-integrater semigroup and once positive contraction integrated semigroup. Finally, we get the duai q-matrix Q* of Q,and discussion about some properties of Q* and the minimal Q*-function.Consider the generalized birth-death catastrophes matrix which is a continuoustime Markov chains on the state space E=Z+={0,1,2.···} and the q-matrix In chapter two, we discuss the properties of matrix Q and its minimal Q-function F(t) . We get the sufficient and necessary conditions under which matrix Q is monotone,dual and zero-exit in Theorem 2.1.1 , we also get the sufficient and necessary conditions under which its minimal Q-function F(t) is monotone , and the conditions of its duality and Feller in Theorem 2.1.2, we get :In chapter three, we get some properties under which operators Ql∞,(?) and Qc0 derived from the generalized birth-death catastrophes matrix Q on l∞,l1 and c0 respectively. We get the conditions under whichλI-Ql∞ is injective and surjective on l∞, also get the conditions under which Ql∞ is dissipative and closed operater inTheorem 3.1.1. We get the conditions under whichλI-(?) is injective and surjectiveon l1, also get the conditions under which Q0l1 is dissipative in Theorem 3.1.2. We study that Qc0 is dissipative and closable linear operater on c0 in Theorem 3.1.3. we get : Y.R.Li[5] got that there is a one-to-one relationship between transition functions and the positive once integrated semigroups of contractions on l∞by studing the properties of transition functions on l∞. In chapter four, on the basis of Y.R.Li[5].wc place restrictions on the generalized birth-death catastrophes matrix Q,and get the sufficient and necessary conditions under which the operater Ql∞ derived from Q generates a once positive contraction integrated semigroup on l∞and the condition of generating Q-integrater semigroup,also get some porperties of Q-integrater semigroup. wealso studing the condition under which the operater Qol1 derived from Q generates a once positive contraction integrated semigroup on l∞and the condition of generating Q-integrater semigroupa,also get some porperties . We have the following resuits: Under some conditions , we know that the minimal Q-function F(t) of the generalized birth-death catastrophes matrix Q is stochastically monotone, so there exits dual process from Siegmund Theorem. In charper five, we will introduce Continuous-Time Markon Chains- the dual of the generalized birth-death catastrophes process. We get the dual q-matrix Q* of the generalized birth-death catastrophes matrix Q, and discuss the properties of Q* and its minimal Q-function F*(t). We have the following resuits:In charper six , we study some properties under which operators Ql1* derived from dual q-matrix Q* of the generalized birth-death catastrophes matrix Q , and describe positive contraction semigroup which is generated by operator Ql1* on l1. We have the following resuits: Theorem 6.1.2 Ql1* generates a positive contraction semigroup F*(t) on l1 when...
Keywords/Search Tags:Continuous-time Markov chains, the generalized birth-death catastrophes process, Q-integrater semigroup, contraction semigroup, the dual of the generalized birth-death catastrophes process
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