| 一个关于马尔可夫链的极限定理(英文) |
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| 引用本文： | 金少华.一个关于马尔可夫链的极限定理(英文)[J].大学数学,2004,20(4):64-67. |
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| 作者姓名： | 金少华 |
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| 作者单位： | 河北工业大学,数学系,天津,300130 |
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| 基金项目： | Natural Science Foundation of Hebei Province(No. 60 1 0 44) |
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| 摘 要： | 给出一个关于可列非齐次马尔可夫链M元状态序组出现频率的新形式的强极限定理,所得结论对任意可列非齐次马尔可夫链普遍成立.
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| 关 键 词： | 马尔可夫链 强极限定理 Wiener概率空间 |
A Limit Theorem for Markov Chains |
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| Abstract.A Limit Theorem for Markov Chains[J].College Mathematics,2004,20(4):64-67. |
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| Authors: | Abstract |
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| Abstract: | Let {Xn, n≥0 } be a Markov chain with state space S= { 1,2,… }, initial distribution and transition matriceswhere pn(i,j)=P(Xn+1 =j |Xn=i). The purpose of this paper is to present a new strong limit theorem on the frequency of m-tuple of states which holds for arbitrary countable non-homogeneous Markov chains by using professor Liu wen's analytical method1]. |
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| Keywords: | countable non-homogeneous Markov chain strong limit theorem the Wiener probability space |
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