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ON A MARKOV PROCESS GENERATED BY INCREASING CONCAVE FUNCTIONS

Title
ON A MARKOV PROCESS GENERATED BY INCREASING CONCAVE FUNCTIONS
Authors
강은영
Issue Date
1989
Department/Major
대학원 수학과
Keywords
MARKOV PROCESS GENERATEDNCREASING CONCAVE FUNCTIONSMathematics
Publisher
The Graduate School of Education at Ehwa Womans Univ.
Degree
Master
Abstract
이 논문에서는 [0, ∞) 상에서의 이산,시 Markov 확률과정을 생각하였다. 이 확률과정은 독립적이고 고정적인 방법으로 각, 시간에서 택해지는 위로 볼록한 강한 증가함수에 의해 만들어진다. 이 확률과정이 유일하게 점근적 정상분포가 존재하기 위한 두가지 충분조건을 비교하였다. 또한 이 확률과정이 함수중심극한정리가 성립하도록 하는 함수를 찾았다.;In this thesis, we consider a discrete-time Markov process on [0, ∞). The process is generated by selecting at each time, in an independent and stationary way, a strictly increasing concave funcion. We compare two sufficient conditions to guarantee the existence of unique limiting stationary distribution. In addition, we find function f which holds functional central limit theorem for such Markov process generated by strictly increasing concave functions.
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