|
|||||
|
|
| 任意随机序列关于二重非齐次马氏链的随机和的一类随机选择系统的随机逼近定理 | |
| 引用本文： | 王康康,李芳,杨卫国.任意随机序列关于二重非齐次马氏链的随机和的一类随机选择系统的随机逼近定理[J].应用概率统计,2009,25(6):587-596. |
| 作者姓名： | 王康康 李芳 杨卫国 |
| 作者单位： | 1. 江苏科技大学数理学院,镇江,212003 2. 安徽师范大学数学计算机科学学院,芜湖,241000 3. 江苏大学理学院,镇江,212013 |
| 基金项目： | 国家自然科学基金，江苏省高校自然科学基础研究项目 |
| 摘 要： | 本文引进任意随机变量序列随机极限对数似然比的概念,通过测度$\pr$下任意相依随机序列联合分布与测度$\qr$下二重非齐次马氏分布相比较,利用母函数与尾概率母函数工具研究任意受控随机序列之随机和在随机选择系统中的一类随机逼近定理. |
| 关 键 词： | 随机序列 随机极限对数似然比 随机逼近定理 随机选择 二重马氏分布 随机控制序列. |
A Class of Random Approximation Theoremsfor Random Sums of Arbitrary Stochastic Sequence |
|
| WANG KANGKANG,LI FANG,YANG WEIGUO.A Class of Random Approximation Theoremsfor Random Sums of Arbitrary Stochastic Sequence[J].Chinese Journal of Applied Probability and Statisties,2009,25(6):587-596. | |
| Authors: | WANG KANGKANG LI FANG YANG WEIGUO |
| Institution: | School of Mathematics and Physics, Jiangsu University of Scienceand Technology,School of Mathematics and Computer Science,Anhui Normal University,Faculty of Science, Jiangsu University,Zhenjiang |
| Abstract: | In this paper, the notion of limit random logarithmiclikelihood ratio of stochastic sequence, as a measure ofdissimilarity between the joint distribution on measure $\pr$ andthe two-order Markov distribution on measure $\qr$, is introduced. Aclass of random approximation theorems for random sum of arbitrarystochastic dominated sequence on random selection system has beenobtained by using the tools of generating function and thetailed-probability generating function. |
| Keywords: | Random sequence Random limit logarithmic likelihood ratio Random approximation theorem Random selection Two-order Markov distribution Stochastic dominated sequence |
| 本文献已被 万方数据 等数据库收录！ | |
| 点击此处可从《应用概率统计》浏览原始摘要信息 | |
| 点击此处可从《应用概率统计》下载免费的PDF全文 | |