关于非齐次马氏链的强极限定理  

Strong limit theorems for nonhomogeneous Markov chains

作　　者：刘杰[1] 纪灵军[1] 梁佩佩[1] 

机构地区：[1]江苏大学理学院,江苏镇江212013

出　　处：《成都信息工程学院学报》2009年第1期87-90,共4页Journal of Chengdu University of Information Technology

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.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.

关 键 词：鞅差序列 非齐次马氏链 强极限定理 

分 类 号：O211.4[理学—概率论与数理统计]