期刊信息
- 刊名： 河北师范大学学报（自然科学版）Journal of Hebei Normal University (Natural Science)
- 主办： 河北师范大学
- ISSN： 1000-5854
- CN： 13-1061/N
- 中国科技核心期刊
- 中国期刊方阵入选期刊
- 中国高校优秀科技期刊
- 华北优秀期刊
- 河北省优秀科技期刊
Strong Limit Theorems of Countable Nonhomogeneous Markov Chain
摘要/Abstract
摘要：
设{Xn,n≥0}是状态空间S={1,2,3,…}上具有初始分布q（i)和转移概率Pn=pn（i,j）=P（Xn=j|Xn-1=i)的可列非齐次马氏链,其中i,j∈S.利用马氏链的特性和网微分的方法讨论{Xn,n≥0}的级数收敛性,建立了若干强极限定理和强大数定律.
Abstract：
Let{Xn,n≥ 0} be a nonhomogeneous Markov chain with the state spaceS={1, 2,…}and the initial distributionq(i), the transition probabilityPn= pn(i, j)= P( Xn= j| Xn- l= i), wherei, j∈ S.The convergence of series on{Xn,n≥ 0} was discussed by the property on Markov chain and the differentiation on a net. Some strong limit theorems and strong laws of large numbers are obtained.
关键词
Key words：
Markov chain
;
differentiation on a net
;
strong limit theorem