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

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

    摘要
  • 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。

     

    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.）

     

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