| 任意随机序列关于非齐次马氏链的随机和的一类随机偏差定理 |
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| 引用本文： | 王康康,陈庆. 任意随机序列关于非齐次马氏链的随机和的一类随机偏差定理[J]. 数学研究及应用, 2009, 29(6): 1022-1028. DOI: 10.3770/j.issn:1000-341X.2009.06.009 |
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| 作者姓名： | 王康康 陈庆 |
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| 作者单位： | 江苏科技大学数理学院, 江苏 镇江212003;哈尔滨工业大学数学系, 黑龙江 哈尔滨 150001 |
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| 基金项目： | 江苏省高校自然科学基础研究项目(No.09KJD110002). |
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| 摘 要： | In this paper, the notion of limit random logarithmic likelihood ratio of stochastic sequence, as a measure of dissimilarity between the joint distribution on measure P and the Markov distribution on measure Q, is introduced. A class of random approximation theorems for arbitrary stochastic dominated sequence are obtained by using the tools of generating functions and the tailed-probability generating functions.
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| 关 键 词： | 随机序列 逼近定理 随机数 非齐次马氏链 概率生成函数 联合分布 马尔科夫 随机逼近 |
| 收稿时间： | 2007-12-16 |
| 修稿时间： | 2008-12-01 |
A Class of Random Approximation Theorems for Random Sums of Arbitrary Stochastic Sequence on Nonhomogeneous Markov Chains |
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| WANG Kang Kang and CHEN Qing. A Class of Random Approximation Theorems for Random Sums of Arbitrary Stochastic Sequence on Nonhomogeneous Markov Chains[J]. Journal of Mathematical Research with Applications, 2009, 29(6): 1022-1028. DOI: 10.3770/j.issn:1000-341X.2009.06.009 |
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| Authors: | WANG Kang Kang and CHEN Qing |
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| Affiliation: | Department of Mathematics, Jiangsu University of Science and Technology, Jiangsu 212003, China;Department of Mathematics, Harbin Institute of Technology, Heilongjiang 150001, China |
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| Abstract: | In this paper, the notion of limit random logarithmic likelihood ratio of stochastic sequence, as a measure of dissimilarity between the joint distribution on measure $P$ and the Markov distribution on measure $Q$, is introduced. A class of random approximation theorems for arbitrary stochastic dominated sequence are obtained by using the tools of generating functions and the tailed-probability generating functions. |
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| Keywords: | stochastic sequence limit logarithmic likelihood ratio random approximation theorem Markov distribution stochastic dominated sequence. |
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