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M阶非齐次马氏链随机转移概率调和平均的一类强极限定理
引用本文:叶慧.M阶非齐次马氏链随机转移概率调和平均的一类强极限定理[J].数学的实践与认识,2011,41(22).
作者姓名:叶慧
作者单位:江苏科技大学 数理学院,江苏 镇江,212003
摘    要:主要研究任意m阶非齐次马氏链的随机转移概率调和平均的a.s.收敛的强极限定理.在证明中采用了一种把网微分法与条件矩母函数相结合应用于马氏链强极限定理研究的新途径.作为推论,得到m阶非齐次马氏链的一个公平比的强极限定理,并将已有的结果加以推广.

关 键 词:m阶非齐次马氏链  调和平均  网微分法  条件矩母函数

Strong Limit Theorems for Harmonic Mean of Transition Probability of Mth-Order Nonhomogeneous Markov Information Source
YE Hui.Strong Limit Theorems for Harmonic Mean of Transition Probability of Mth-Order Nonhomogeneous Markov Information Source[J].Mathematics in Practice and Theory,2011,41(22).
Authors:YE Hui
Institution:YE Hui (School of Mathematics and Physics,Jiangsu University of Science and Technology,Zhejiang 212003,China)
Abstract:In this paper,we study the strong limit theorems on the a.s.convergence for the harmonic mean of the mth-order nonhomogeneous Markov chain.In the proof,we apply the tools of the conditional moment generating functions and the differentiation on a net to the study of strong limit theorems for the mth-order nonhomogeneous Markov chain.As corollaries,a limit theorem for fair ratio of mth-order nonhomogeneous Markov chains is obtained.Moreover,the results which have been obtained are generalized.
Keywords:mth-order nonhomogeneous Markov chains  harmonic mean  the differentiation on a net  the conditional moment generating functions  
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