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随机环境中马氏链函数的极限性质
黄敏1,2, 万成高3
1.武汉学院信息工程学院, 湖北 武汉 430212;2.中南财经政法大学统计与数学学院, 湖北 武汉 430073;3.湖北大学数学与统计学学院, 湖北 武汉 430062
摘要:
本文研究了随机环境中马氏链函数的极限性质的问题.利用构造鞅差序列的方法,获得了随机环境中马氏链函数强大数定律的一系列充分条件,即当函数列{gnx),n≥0}中x的取值范围不同时,可取适合的函数得到相应的结论,从而推广了已有结论的适用范围.
关键词:  随机环境  马氏链  强大数定律
DOI:
分类号:O211.62
基金项目:国家自然科学基金资助(71974204)
THE LIMIT PROPERTIES FOR FUNCTION OF MARKOV CHAINS IN RANDOM ENVIRONMENTS
HUANG Min1,2, WAN Cheng-gao3
1.Faculty of Information and Engineering, Wuhan College, Wuhan 430212, China;2.College of Statistics and Mathematics, Zhongnan University of Economics and Law, Wuhan 430073, China;3.Faculty of Mathematics and Statistics, Hubei University, Wuhan 430062, China
Abstract:
In this paper, we study the limit properties of Markov chain functions in random environments. By using the method of constructing martingale difference sequence, a series of sufficient conditions of the strong law of large numbers for Markov chain functions in random environment are obtained. That is, when the value range of x in the function sequence {gn(x), n ≥ 0} is different, the appropriate function can be taken to obtain the corresponding conclusion, thus extending the scope of application of the existing conclusions.
Key words:  random environments  Markov chains  strong law of large numbers