此外，还系统地研究了马氏过程、鞅及平稳过程之间的关系。
Moreover we investigate the relations for Markov processes, martingales and stationary processes systematically.
研究了半马氏过程的一维分布，构造及积分型随机泛函。
We study the one-dimensional distribution, integral type random functional and construction of the semi Markov processes.
第三章研究一类非齐次马氏链的收敛速度及绝对平均强遍历性。
In the third chapter, we study the rate of convergence of nonhomogeneous Markov chains and the absolute average strong ergodic.
应用推荐