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| 摘要: |
| 本文研究了马氏随机环境中马氏双链函数的强大数定律.利用将双链函数进行分段研究的方法,获得了马氏环境中马氏双链函数强大数定律成立的一个充分条件.运用该定律,推导出马氏双链从一个状态到另一个状态转移概率的极限性质,进而推广了马氏双链的极限性质. |
| 关键词: 单无限随机环境中的马氏链 马氏双链 强大数定律 极限性质 |
| DOI： |
| 分类号:O211.62 |
| 基金项目:高校省级自然科学研究项目(kj2013z331);省自然科学基金项目(1308085MA03);教育部人文社科青年基金项目(12YJCZH217);铜陵学院自然科学研究项目(2012tlxy12). |
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| A STRONG LAW OF LARGE NUMBERS FOR FUNCTION OF DOUBLE MARKOV CHAINS AND ITS APPLICATION |
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SONG Ming-zhu,WU Yong-feng
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| Abstract: |
| In this paper, a strong law of large numbers for function of double Markov chains in Markovian environments is considered. Using the method of piecewise functions, we obtain a sufficient for the strong law of large numbers for function of double Markov chains in Markovian environments. By this theory, we obtain the limit properties of transition probabilities for double Markov chains transformation from a set to another set. Some limit properties and strong limit theorems known about transition probabilities for double Markov chains are generalized. |
| Key words: Markov chains in single infinite random environments double Markov chains a strong law of large numbers limit properties |
