任意随机组列的强极限定理(英文)  

A STRONG LIMIT THEOREM FOR ARBITRARY STOCHASTIC ARRAYS

作　　者：奚钦玲[1,2] 杨卫国[2] 石志岩[2] 

机构地区：[1]江南大学太湖学院,江苏无锡214000 [2]江苏大学理学院,江苏镇江212013

出　　处：《数学杂志》2010年第6期1001-1007,共7页Journal of Mathematics

基　　金：Supported by the National Natural Science Foundation of China(10571076)

摘　　要：本文研究了任意随机组列的极限性质. 利用构造鞅的方法得到了任意随机组列的强极限定理,所得结果推广了任意随机适应序列和树上非齐次马氏链的强极限定理.In this article, we study the limit property of arbitrary stochastic arrays. By constructing a non-negative martingale, we get a strong limit theorem for arbitrary stochastic arrays, which is an extension of the limit theorem for arbitrary stochastic adapted sequences and non-homogeneous Markov chains indexed by a tree.

关 键 词：随机组列 极限定理 鞅 

分 类 号：O211.6[理学—概率论与数理统计]