| 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{gn(x),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) |
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| THE LIMIT PROPERTIES FOR FUNCTION OF MARKOV CHAINS IN RANDOM ENVIRONMENTS |
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HUANG Min1,2, WAN Cheng-gao3
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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
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| 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 |