| 二重非齐次马氏链及其随机变换的若干强极限定理 |
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| 引用本文： | 汪忠志,杨卫国.二重非齐次马氏链及其随机变换的若干强极限定理[J].系统科学与数学,2004,24(4):451-462. |
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| 作者姓名： | 汪忠志 杨卫国 |
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| 作者单位： | 1. 安徽工业大学数理学院,马鞍山,243002
2. 江苏大学理学院,镇江,212013 |
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| 基金项目： | 安徽省教育厅科研项目(2004Kj069)资助课题. |
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| 摘 要： | 利用鞅方法,给出二重非齐次马尔可夫链三元函数的几个强极限定理.作为特例,将赌博系统的随机变换概念推广到二重马氏链情形,得到二重马氏链随机选择与随机公平比的若干极限定理.
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| 关 键 词： | 非齐次马氏链 鞅 随机变换 随机公平比 强极限定理 |
| 修稿时间： | 2002年12月9日 |
SOME STRONG LIMIT THEOREMS FOR BOTH NONHOMOGENOUS MARKOV CHAINS OF ORDER TOW AND THEIR RANDOM TRANSFORMS |
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| Zhong Zhi WANG,Wei Guo YANG.SOME STRONG LIMIT THEOREMS FOR BOTH NONHOMOGENOUS MARKOV CHAINS OF ORDER TOW AND THEIR RANDOM TRANSFORMS[J].Journal of Systems Science and Mathematical Sciences,2004,24(4):451-462. |
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| Authors: | Zhong Zhi WANG Wei Guo YANG |
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| Institution: | (1)Faculty of Mathematics and Physics,AnHui University of Technology, Ma'anshan 243002;(2)Faculty of Science, Jiangsu University,Zhen'jiang 212013 |
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| Abstract: | In this paper, some strong limit theorems for the function of three rariables for nonhomgenous Markov chains of order 2 are discussed by means of the martingale method. As a special example, the idea of random transformation of gambling system is extended to the nonhomgenous Markov chains of order 2, As results, some strong limit theorems and random equitable ratios for their random selection are obtained. |
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| Keywords: | Nonhomgenous Markov chains of order 2 martingale random transform random equitable ratios strong limit theorem |
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