马氏环境中马氏链的强大数定律  

The Strong Law of Large Numbers for Markov Chains in Markovian Environments

作　　者：郭明乐[1] 

机构地区：[1]安徽师范大学数学系,安徽芜湖241000

出　　处：《应用数学》2003年第4期143-148,共6页Mathematica Applicata

基　　金：安徽省高等学校优秀青年教师资助项目 ( 2 0 0 0 jqw10 5);校青年自然科学基金 ( 2 0 0 2xqn34 )

摘　　要：讨论了具有离散参数的马氏环境中马氏链的强大数定律 ,并给出了加在链和过程样本函数上的充分条件 .同时深入研究了Rθ 链 。In this paper,a strong law of large numbers for funct io n of countable Markov chains in Markovian environments are investigated.Moreover ,some sufficient conditions on the jointly Markov chains and sample function of the jointly Markov chains are given.At last,R θchains are systematically studied,some sufficient conditions for the strong law of large numbers to hold for function of Markov chains in Markovian environments are obtained.

关 键 词：马氏链 强大数定律 离散参数 马氏环境 转移概率 尾概率 

分 类 号：O211.62[理学—概率论与数理统计]