可列非齐次马氏链的强极限性质

Some Strong Limit Properties for Countable Nonhomogeneous Markov Chains

  • 摘要: 本文主要研究可列状态非齐次马氏链的强极限性质. 文中在收敛条件下证明了非齐次马氏链的元函数的一系列强极限性质, 推广了已有的关于二元随机变量函数的类似结果. 最后, 作为推论给出了齐次马氏链的元函数的强极限定理.

     

    Abstract: In this paper, we mainly studied the limit properties for the countable nonhomogeneous Markov chains. We established some limit properties for the functions of the countable nonhomogeneous Markov chains with variables under the convergence in the sense, which extended the similar conclusions for the functions with two variables. At last, as a corollary, we given the similar result in the homogeneous Markov stock market.

     

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