| 关于非齐次马氏链的强极限定理 |
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| 引用本文： | 刘杰,纪灵军,梁佩佩.关于非齐次马氏链的强极限定理[J].成都信息工程学院学报,2009,24(1). |
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| 作者姓名： | 刘杰 纪灵军 梁佩佩 |
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| 作者单位： | 江苏大学理学院,江苏,镇江,212013 |
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| 摘 要： | 主要研究了非齐次马氏链的强极限定理.首先应用鞅差序列收敛定理给出了关于非齐次马氏链的任意k元函数一类平均值的极限定理.最后得到一系列相关状态序偶出现频率的推论.
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| 关 键 词： | 鞅差序列 非齐次马氏链 强极限定理 |
Strong limit theorems for nonhomogeneous Markov chains |
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| LIU jie,JI Ling-jun,LIANG Pei-pei.Strong limit theorems for nonhomogeneous Markov chains[J].Journal of Chengdu University of Information Technology,2009,24(1). |
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| Authors: | LIU jie JI Ling-jun LIANG Pei-pei |
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| Institution: | LIU Jie,JI Ling-jun,LIANG Pei-pei(Faculty of Science,Jiangsu University,Zhenjiang 212013,China) |
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| Abstract: | The strong limit theorems for the nonhomogeneous Markov chains are studied.Firstly a limit theorem for the average of the function of arbitrary k variables of the nonhomogeneous Markov chains is established by the convergence theorem for the martingale difference sequence.Finally as corollaries a series of strong limit theorems for the frequency of the occurrence of state are obtained. |
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| Keywords: | martingale difference nonhomogeneous Markov chains strong limit theorem |
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