| 一类Markov链的强逼近 |
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| 引用本文： | 林正炎,张立新,CHEUNG Siu Hung,CHAN Wai Sum.一类Markov链的强逼近[J].数学年刊A辑(中文版),2005(2). |
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| 作者姓名： | 林正炎 张立新 CHEUNG Siu Hung CHAN Wai Sum |
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| 作者单位： | 浙江大学数学系，浙江大学数学系，香港中文大学统计系，香港大学统计与精算系 杭州 310028，杭州 310028，香港，香港 |
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| 基金项目： | 国家自然科学基金(No．10471126和No．10131040)
教育部博士点基金(No．2002335090)
香港特别行政区研究资助局基金(No．CUHK4042／02P)资助的项目． |
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| 摘 要： | 本文给出了一类非时齐的Markov链的强逼近.作为应用,建立了临床试验中Markov链自适应设计的强相合性,重对数律和弱收敛.
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| 关 键 词： | Markov链 Wiener过程 强逼近 自适应设计 渐近正态性 |
STRONG APPROXIMATION OF A MARKOV CHAIN |
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| LIN Zhengyan ZHANG Lixin CHEUNG Siu Hung CHAN Wai Sum.STRONG APPROXIMATION OF A MARKOV CHAIN[J].Chinese Annals of Mathematics,2005(2). |
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| Authors: | LIN Zhengyan ZHANG Lixin CHEUNG Siu Hung CHAN Wai Sum |
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| Institution: | LIN Zhengyan ZHANG Lixin CHEUNG Siu Hung CHAN Wai Sum Department of Mathematics,Zhejiang Univerisity,Hangzhou 310028,China. Department of Mathematics,Zhejiang Univerisity,Hangzhou 310028,China. Department of Statistics,The Chinese University of Hong Kong,Hong Kong,China. Department of Statistics and Actuarial Science,The University of Hong Kong,Hong Kong,China. |
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| Abstract: | The strong approximations of a class of non-homogenous Markov chains by Wiener processes are considered. As an application, the strong consistency, the law of the iterated logarithm and the weak convergence are established for the Markov chain adaptive designs in clinical trials. |
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| Keywords: | Markov chain Wiener process Strong approximation Adaptive design Asymptotic property |
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