Cantor型非齐次马氏链强极限定理的研究  

Research on Strong Limit Theorems for Cantor-like Nonhomogeneous Markov Chains

作　　者：王康康[1] 

机构地区：[1]江苏科技大学数理学院,江苏镇江212003

出　　处：《江苏科技大学学报（自然科学版）》2006年第5期19-23,共5页Journal of Jiangsu University of Science and Technology:Natural Science Edition

摘　　要：研究了对任意Cantor型非齐次马氏链普遍成立的一类强大数定理。证明中利用条件期望以及马氏性的概念,采用测度的网微分法并运用纯分析运算得出结论。作为推论,得到随机变量序列已有的经典强大数定律以及对任意随机变量序列普遍成立的强大数定律。A class of strong laws of large number for arbitrary Cantor-like non homogeneous Markov chains are investigated. In the proof, the conclusion is obtained by using differentiation of measures on a net and with pure analytical methods. As corollaries, the classical strong laws of large number for stochastic sequence and the strong laws of large number for arbitrary stochastic sequence are obtained.

关 键 词：Cantor型马尔可夫链 网微分法 条件期望 任意随机序列 

分 类 号：O211.4[理学—概率论与数理统计]