整值随机变量序列与二重马氏链的比较及其极限性质  

THE COMPARISON BETWEEN THE SEQUENCE OF INTEGER-VALUED RANDOM VARIABLES AND MARKOV CHINS OF ORDER 2 AND ITS LIMIT PROPERTIES

作　　者：刘文[1] 刘自宽[1] 

机构地区：[1]河北工学院数学系

出　　处：《应用数学学报》1995年第3期439-445,共7页Acta Mathematicae Applicatae Sinica

摘　　要：本文引进了对数似然比作为整值随机变量序列相对于二重马氏链的偏差的一种度量，并通过限制对数似然比给出了样本空间的某种子集．在这种子集上得到了整值随机变量序列的一类用不等式表示的极限性质，其中包含对二重马氏链普遍成立的若干强律．In this paper,the notion of logarithmic likelihood ratio, as a measure of the difference between the sequences of integer-valued random variables and Markov chains of order 2, is introduced, and by use of this notion a class of limit properties of the sequences of integer-valued random variables, considered on certain sets of the sample space, are obtained,of which some strong laws for Markov chains of order 2 are special cases.

关 键 词：整值随机变量 马氏链 强大数定律 极限 随机变量 

分 类 号：O211.4[理学—概率论与数理统计] O211.62[理学—数学]