随机环境中马氏链的强大数定律

The Strong Law of Large Numbers for Markov Chains in Random Environments

  • 摘要: 本文在随机环境的条件下, 借助鞅差序列的收敛定理, 给出随机环境中的马氏链的强极限定理, 并由此导出了随机环境中马氏链的强大数定律, 拓宽了已有文献中部分定理的适用范围

     

    Abstract: In this paper, strong limit theorem of Markov chains is discussed by the martingale difference convergence theorem in the random environments, by which the strong laws of large number of Markov chains are got. Some laws we got broaden the using area of some results already have.

     

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