| 整值随机变量序列与二重马氏链的比较及其极限性质 |
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| 引用本文： | 刘文,刘自宽.整值随机变量序列与二重马氏链的比较及其极限性质[J].应用数学学报,1995,18(3):439-445. |
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| 作者姓名： | 刘文 刘自宽 |
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| 作者单位： | 河北工学院数学系 |
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| 摘 要： | 本文引进了对数似然比作为整值随机变量序列相对于二重马氏链的偏差的一种度量，并通过限制对数似然比给出了样本空间的某种子集。
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| 关 键 词： | 整值随机变量 马氏链 强大数定律 极限 随机变量 |
THE COMPARISON BETWEEN THE SEQUENCE OF INTEGER-VALUED RANDOM VARIABLES AND MARKOV CHINS OF ORDER 2 AND ITS LIMIT PROPERTIES |
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| LIU WEN, LIU ZIKUAN.THE COMPARISON BETWEEN THE SEQUENCE OF INTEGER-VALUED RANDOM VARIABLES AND MARKOV CHINS OF ORDER 2 AND ITS LIMIT PROPERTIES[J].Acta Mathematicae Applicatae Sinica,1995,18(3):439-445. |
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| Authors: | LIU WEN LIU ZIKUAN |
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| Abstract: | In this paper,the notion of logarithmic likelihood ratio, as a measure of the difference between the sequences of integer-valued random variables and Markov chains of order 2, is introduced, and by use of this notion a class of limit properties of the sequences of integer-valued random variables, considered on certain sets of the sample space, are obtained,of which some strong laws for Markov chains of order 2 are special cases. |
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| Keywords: | integer-valued random variable Markov chain of order 2 logarithmic likelihood ratio strong law of large numbers |
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