The Invariance Principle for p-■Chain  

作　　者：Di He HU Zheng Yan XIAO 

机构地区：[1]School of Mathematics and Statistics, Wuhan University, Wuhan 430072, P. R. China [2]School of Statistics, Renmin University of China, Beijing 100872, P. R. China

出　　处：《Acta Mathematica Sinica,English Series》2007年第1期41-56,共16页数学学报（英文版）

基　　金：the NNSF of China(No:10371092)

摘　　要：There are two parts in this paper. In the first part we construct the Markov chain in random environment（MCRE）, the skew product Markov chain and p-θ^→ chain from a random transition matrix and a two-dimensional probability distribution, and in the second part we prove that the invarianee principle for p-θ^→ chain, a more complex non-homogeneous Markov chain, is true under some reasonable conditions. This result is more powerful.There are two parts in this paper. In the first part we construct the Markov chain in random environment（MCRE）, the skew product Markov chain and p-θ^→ chain from a random transition matrix and a two-dimensional probability distribution, and in the second part we prove that the invarianee principle for p-θ^→ chain, a more complex non-homogeneous Markov chain, is true under some reasonable conditions. This result is more powerful.

关 键 词：random transition matrix Markov chain in random environment skew product Markov chain p-θ^→ chain invariance principle 

分 类 号：O211.62[理学—概率论与数理统计]