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

A Class of Random Approximation Theoremsfor Random Sums of Arbitrary Stochastic Sequence

  • 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.

     

    Abstract: In this paper, the notion of limit random logarithmic likelihood ratio of stochastic sequence, as a measure of dissimilarity between the joint distribution on measure \pr and the two-order Markov distribution on measure \qr, is introduced. A class of random approximation theorems for random sum of arbitrary stochastic dominated sequence on random selection system has been obtained by using the tools of generating function and the tailed-probability generating function.

     

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