平稳遍历马氏链部分和序列最小值分布的渐近估计及其应用

详细信息

An Asymptotic Estimation for the Distribution of the Minimum Value in Partial Sum Sequence of Stationary Ergodic Markov Chain and Its Application

Funds:

Science Research Foundation of Education Conmittee of China and the Gioverment of Shanxi Province for Retured Students Studyig Abroad.

摘要: 本文给出了有限状态平稳遍历Markov链部分和序列最小值分布的一个渐近估计式并利用它对一类Athreya-KarlinBPRE．灭种概率的渐近行为作出估计。
- Perron-Frobenius定理 /
- Athreya-KarlinBPRE
Abstract: This paper gives an asymptotic estimation for the distribution of the minimun value in partial sum sequence of a stationary ergodic Markov chain with finite state space and the es timation to describe the asymptotic behaviour of extinction probability in the Atbreya-Karlin BPRE. （i.e. branching process with random environinents.）
- Perron-Frobenius theorem /
- Athreya-Karlin BPRE