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 SEQUENCES OF INTEGER-VALUED RANDOM VARIABLES AND MARKOV CHAINS OF ORDER 2 AND ITS LIMIT PROPERTIES

作　　者：刘文 刘自宽 

出　　处：《河北工学院学报》1995年第1期99-107,共9页Journal of Hubei Polytechnic University

基　　金：河北省自然科学基金

摘　　要：引进对数似然比作为整使随机变量序列相对于二重马氏链的偏差的一种度量，并通过限制似然比给出样本空间的某种子集．在这种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 deviation of the sequences of integer-valued random variables relative to Markov chains of order 2, is introduced, and by use of this notion a class of limit properties expressed by unequality of the sequences of integer-valued random variables are obtained on certain sets of the sample space, of which same strong laws of universal validity for Markov chains of order 2 are included.A certain sets of Sample Space are given from the restricted likelihood ratio.

关 键 词：整值随机变量 二重马氏链 极限性质 

分 类 号：O211.62[理学—概率论与数理统计]