YANG XIANGQUN.U INTERVALS FOR DENUMERABLE MARKOV PROCESSES[J].Chinese Annals of Mathematics B,1980,1(1):130~138
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Authors:
YANG XIANGQUN;
Abstract:
In this paper we have introdnoed the concept of U interyals for denumerable Mar-
kov processes, then analysed the flying-points and U intervals for a process. We have
found relations between U intervals and Kolmogoroff's backward and forward equati-
ons. Using the concept of U intervals for : a process, we can investigate the exit and
entrance problems for a process more clearly and effectively.