时间离散状态连续非齐次马氏链的强大数定律  

Strong law of large numbers for discrete-time and continuous-state nonhomogeneous Markov chains

作　　者：王蓓[1] 

机构地区：[1]江苏大学理学院,江苏镇江212013

出　　处：《江苏大学学报（自然科学版）》2008年第1期86-88,共3页Journal of Jiangsu University：Natural Science Edition

基　　金：国家自然科学基金资助项目(10571076)

摘　　要：定义了时间离散状态连续的马氏链,引入二元函数的范数,利用近年来研究离散状态马氏链泛函的强大数定律的方法,根据连续状态下数学期望的定义及一些特殊不等式,研究了时间离散状态连续非齐次马氏链的收敛性,得到了时间离散状态连续非齐次马氏链二元函数的强大数定律.The definitions of discrete-time and continuous-state Markov chains and the norm of the functions of two variables are given. By applying the method of studying the strong law of large numbers for functions of discrete-state Markov chains in recent years, and adopting the definition of mathematical expectation in continuous-state and some special inequalities, the convergence of discrete-time and continuous-state nonhomogeneous Markov chains is studied. The strong law of large numbers for functions of two variables of discrete-time and continuous-state nonhomogeneous Markov chains is obtained.

关 键 词：时间离散状态连续非齐次马氏链 强遍历 强大数定律 转移概率密度 

分 类 号：O211.6[理学—概率论与数理统计]