| 拟对称Markov链泛函型中心极限定理 |
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| 引用本文： | 蒋义文. 拟对称Markov链泛函型中心极限定理[J]. 数学杂志, 2005, 25(4): 368-372 |
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| 作者姓名： | 蒋义文 |
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| 作者单位： | 军事经济学院基础部,湖北,武汉,430035 |
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| 基金项目： | Supported by the National Nature Science Foundation of China(10271091) and theMajor Programme of the Education Department of Hubei Province |
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| 摘 要： | 本文研究了一般的马尔可夫链特别是拟对称马尔可夫链．利用Lyons-Meyer-Zheng对称马尔可夫过程的鞅分解，建立了泛函型中心极限定理．推广到了一般平稳遍历马尔可夫过程。
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| 关 键 词： | 鞅分解 泛函型中心极限定理 拟对称马尔可夫链 |
| 文章编号： | 0255-7797(2005)04-0368-05 |
FUNCTIONAL CENTRAL LIMIT THEOREM FOR QUASI-SYMMETRIC MARKOV CHAINS |
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| JIANG Yi-wen. FUNCTIONAL CENTRAL LIMIT THEOREM FOR QUASI-SYMMETRIC MARKOV CHAINS[J]. Journal of Mathematics, 2005, 25(4): 368-372 |
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| Authors: | JIANG Yi-wen |
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| Abstract: | We establish the Functional Central Limit Theorem (FCLT) for general Markov chains especially in the quasi-symmetric case.The main tool used here is the martingale decomposition which is firstly deduced by Lyons-Meyer-Zheng for symmetric Markov processes and then developed by Liming Wu for general stationary ergodic Markov processes. |
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| Keywords: | martingale decomposition the functional central limit theorem quasi-symmetricMarkov chain |
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