可列非齐次马氏链的一类极限定理

A CLASS OF LIMIT THEOREMS ON COUNTABLE NONHOMOGENEOUS MARKOV CHAINS

  • 摘要: 本文引进可列非齐次马氏链转移概率的随机和与随机平均的概念,并提出与之有关的一类极限定理。

     

    Abstract: In this paper the notions of the stochastic sum and the stochastic average are introduced, and a class of limit theorems relating to these notions are presented.

     

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