| The Invariance Principle for p-θ^→ Chain |
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| 引用本文： | Di He HU Zheng Yan XIAO. The Invariance Principle for p-θ^→ Chain[J]. 数学学报(英文版), 2007, 23(1): 41-56. DOI: 10.1007/s10114-005-0735-x |
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| 作者姓名： | Di He HU Zheng Yan XIAO |
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| 作者单位： | [1]School of Mathematics and Statistics, Wuhan University, Wuhan 430072, P. R. China [2]School of Statistics, Renmin University of China, Beijing 100872, P. R. China |
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| 基金项目： | Research supported by the NNSF of China （No： 10371092） |
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| 摘 要： | There are two parts in this paper. In the first part we construct the Markov chain in random environment（MCRE）, the skew product Markov chain and p-θ^→ chain from a random transition matrix and a two-dimensional probability distribution, and in the second part we prove that the invarianee principle for p-θ^→ chain, a more complex non-homogeneous Markov chain, is true under some reasonable conditions. This result is more powerful.
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| 关 键 词： | 任意转换矩阵 马尔可夫链 倾斜积 不变性原理 |
| 修稿时间： | 2004-03-052005-03-29 |
The Invariance Principle for p-ifmmodeexpandaftervecelseexpandaftervecabovefi{theta } Chain |
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| Di He Hu,Zheng Yan Xiao. The Invariance Principle for p-ifmmodeexpandaftervecelseexpandaftervecabovefi{theta } Chain[J]. Acta Mathematica Sinica(English Series), 2007, 23(1): 41-56. DOI: 10.1007/s10114-005-0735-x |
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| Authors: | Di He Hu Zheng Yan Xiao |
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| Affiliation: | (1) School of Mathematics and Statistics, Wuhan University, Wuhan 430072, P. R. China;(2) School of Statistics, Renmin University of China, Beijing 100872, P. R. China |
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| Abstract: | There are two parts in this paper. In the first part we construct the Markov chain in random environment (MCRE), the skew product Markov chain and p–  chain from a random transition matrix and a two–dimensional probability distribution, and in the second part we prove that the invariance principle for p–  chain, a more complex non–homogeneous Markov chain, is true under some reasonable conditions. This result is more powerful. Research supported by the NNSF of China (No: 10371092) |
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| Keywords: | random transition matrix Markov chain in random environment skew product Markov chain p– IEq4" > ![]("</a) /content/552847t52h0j4515/10114_2005_Article_735_TeX2GIFIEq4.gif" alt=" $$
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$$" align=" middle" border=" 0" > chain invariance principle |
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