| 可列非齐次马氏链泛函的一类强大数定律 |
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| 引用本文： | 刘文,刘国欣,陈志刚.可列非齐次马氏链泛函的一类强大数定律[J].经济数学,1995(1). |
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| 作者姓名： | 刘文 刘国欣 陈志刚 |
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| 作者单位： | 河北工学院 |
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| 摘 要： | 本文用分析方法研究可列非齐次马氏链的泛函的极限性质，得到了一类不同形式的强大数定律，在其中通常形式的强大数定律中的数学期望被条件期望所代替，关于独立随机变量序列的若干经典强大数定律是本文结果的推论．
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| 关 键 词： | 可列非齐次马氏链，强大数定律，条件期望 |
A CLASS OF STRONG LAWS OF LARGE NUMBERS FOR FUNCTIONALS OF COUNTABLE NONHOMOGENEOUS MARKOV CHAINS |
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| Liu Wen, Liu Guoxin, Chen Zhigang.A CLASS OF STRONG LAWS OF LARGE NUMBERS FOR FUNCTIONALS OF COUNTABLE NONHOMOGENEOUS MARKOV CHAINS[J].Mathematics in Economics,1995(1). |
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| Authors: | Liu Wen Liu Guoxin Chen Zhigang |
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| Abstract: | In this paper the limit properties of the functionals {fn(Xn) } of a countable nonhomogeneous Markov chain {Xn} are studied by using an analytic approach, and a class of strong laws of large numbers with different form from the usual ones are obtained, where the conditional expectation is used instead of the expectation in the usual form of the strong law of large numbers. Some classical results on strong law of large numbers for the independent random sequences are corollaries of the results of this paper. |
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| Keywords: | Countable nonhomogeneous Markov chain Strong alw of large numbers Conditional expectation |
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