| 马氏环境中马氏链的一个概率不等式及其应用 |
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| 引用本文： | 贾兆丽,于春华.马氏环境中马氏链的一个概率不等式及其应用[J].数学杂志,2011,31(5):865-868. |
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| 作者姓名： | 贾兆丽 于春华 |
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| 作者单位： | 合肥工业大学数学学院,安徽合肥,230009 |
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| 基金项目： | 安徽高校省级自然科学研究项目(KJ2011A212); 合肥工业大学科学研究发展基金(2009HGXJ0056); 安徽省税务发展研究基金(2010QTXM0277) |
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| 摘 要： | 本文研究了马氏环境中马氏链构成的随机变量之和的概率不等式问题.利用了结尾的方法,获得了马氏环境中马氏链构成的随机变量之和的尾部概率不等式,作为结果的应用,给出了将过程限制在(S,S∩F,PS)上的强大数定律.文中提出的方法和结果对研究独立的随机变量之和的大样本性质是十分有用的.
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| 关 键 词： | 马氏环境中马氏链 概率不等式 强大数定律 |
A PROBABILITY INEQUALITY OF MARKOV CHAINS IN MARKOVIAN ENVIRONMENTS AND ITS APPLICATION |
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| JIA Zhao-li,YU Chun-hua.A PROBABILITY INEQUALITY OF MARKOV CHAINS IN MARKOVIAN ENVIRONMENTS AND ITS APPLICATION[J].Journal of Mathematics,2011,31(5):865-868. |
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| Authors: | JIA Zhao-li YU Chun-hua |
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| Institution: | JIA Zhao-li,YU Chun-hua (School of Mathematics,Hefei University of Technology,Hefei 230009,China) |
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| Abstract: | In this article,we study a probability inequality for the sum of random variables of Markov Chains in Markovian environments.By using the method of truncation,we obtain the tail probability inequality for the sum of random variables of Markov Chains in Markovian environments.As an application of the results,a strong law of large numbers for function of countable Markov Chains in Markovian environments on the probability space (S,S ∩ F,P S) is given.The method proposed and the results of the article are quite useful in the study of the large sample properties for the sums on independent random variables. |
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| Keywords: | Markov Chains in Markovian environments probability inequality strong law of large numbers |
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