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Strong Approximations of Martingale Vectors and Their Applications in Markov-Chain Adaptive Designs 被引量:3

Strong Approximations of Martingale Vectors and Their Applications in Markov-Chain Adaptive Designs
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摘要 The strong approximations of a class of R^d-valued martingales are considered.The conditions usedin this paper are easier to check than those used in [3] and [9].As an application,the strong approximation ofa class of non-homogenous Markov chains is established,and the asymptotic properties are established for themulti-treatment Markov chain adaptive designs in clinical trials. The strong approximations of a class of R^d-valued martingales are considered.The conditions usedin this paper are easier to check than those used in [3] and [9].As an application,the strong approximation ofa class of non-homogenous Markov chains is established,and the asymptotic properties are established for themulti-treatment Markov chain adaptive designs in clinical trials.
作者 Li-xinZhang
出处 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2004年第2期337-352,共16页 应用数学学报(英文版)
基金 Supported by The National Natural Science Foundation of China (No.10071072)
关键词 MARTINGALE Non-homogenous Markov chain Wiener processes strong approximation adaptive designs asymptotic properties Martingale Non-homogenous Markov chain Wiener processes strong approximation adaptive designs asymptotic properties
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